-23.5%
AKAM vs FN
+170.4%
-193.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.7% | -4.9% | +4.8% |
| 7D | -10.4% | 0.0% | -10.3% | -10.5% |
| 30D | -20.6% | -34.3% | +13.7% | -15.4% |
| 3M | -29.9% | -39.9% | +9.9% | -24.7% |
| 6M | -31.9% | -51.8% | +19.9% | -25.2% |
| YTD | -4.8% | -28.1% | +23.4% | -3.0% |
| 1Y | +13.8% | -29.1% | +42.9% | +15.5% |
| 3Y | -23.4% | +102.4% | -125.8% | -39.0% |
| All | -23.5% | +170.4% | -193.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling