+46.3%
AKAM vs FOXA
+90.3%
-44.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -4.5% | +2.3% | -6.8% | -4.9% |
| 3M | -25.6% | -2.8% | -22.7% | -25.7% |
| 6M | +5.7% | +9.6% | -3.9% | +3.2% |
| YTD | +21.0% | -9.9% | +30.9% | +22.4% |
| 1Y | +33.9% | +5.4% | +28.5% | +30.9% |
| 3Y | +0.9% | +115.3% | -114.4% | -12.7% |
| 5Y | -6.9% | +93.1% | -99.9% | -18.8% |
| All | +46.3% | +90.3% | -44.0% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling