+47.9%
AKAM vs FOXA
+92.4%
-44.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | -13.0% | +5.0% | -18.1% | -13.8% |
| 3M | -19.4% | -3.0% | -16.4% | -19.5% |
| 6M | +0.3% | +14.8% | -14.5% | -2.8% |
| YTD | +22.4% | -8.9% | +31.3% | +23.5% |
| 1Y | +34.8% | +13.3% | +21.5% | +30.0% |
| 3Y | +1.9% | +115.4% | -113.5% | -11.8% |
| 5Y | -4.6% | +95.3% | -99.9% | -17.0% |
| All | +47.9% | +92.4% | -44.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling