+11,690.1%
AKAM vs FLUT
+1,675.5%
+10,014.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.6% | +4.2% |
| 7D | -3.3% | -1.5% | -1.8% | -3.2% |
| 30D | -21.7% | +3.4% | -25.2% | -21.9% |
| 3M | -28.8% | -12.5% | -16.4% | -28.6% |
| 6M | -43.3% | -18.5% | -24.9% | -43.1% |
| YTD | -4.1% | -61.6% | +57.6% | -0.7% |
| 1Y | -3.9% | -64.1% | +60.2% | -0.4% |
| 3Y | -24.4% | -44.5% | +20.0% | -22.6% |
| 5Y | -23.8% | -51.3% | +27.5% | -22.1% |
| 10Y | +26.4% | -25.6% | +52.0% | +27.9% |
| All | +11,690.1% | +1,675.5% | +10,014.6% | +11,554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling