+15.0%
AKAM vs FPS
+20.6%
-5.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.7% |
| 7D | -2.1% | +3.1% | -5.2% | -2.8% |
| 30D | -13.9% | -18.6% | +4.6% | -10.1% |
| 3M | -33.8% | -51.5% | +17.6% | -24.5% |
| 6M | +2.2% | -8.5% | +10.7% | +7.5% |
| All | +15.0% | +20.6% | -5.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling