+12,091.5%
AKAM vs FLUT
+1,663.9%
+10,427.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | +11.2% | -1.2% | +12.4% | +11.2% |
| 30D | -13.4% | +5.0% | -18.4% | -13.6% |
| 3M | -29.5% | -16.4% | -13.1% | -29.1% |
| 6M | -42.1% | -14.6% | -27.5% | -42.0% |
| YTD | -0.8% | -61.9% | +61.1% | +2.7% |
| 1Y | -3.9% | -65.0% | +61.1% | -0.3% |
| 3Y | -21.9% | -44.8% | +23.0% | -20.0% |
| 5Y | -22.4% | -49.9% | +27.5% | -20.7% |
| 10Y | +32.3% | -26.1% | +58.3% | +33.8% |
| All | +12,091.5% | +1,663.9% | +10,427.6% | +11,954.3% |
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