+17.1%
AKAM vs FPS
+12.3%
+4.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.8% | +2.5% | -2.0% |
| 7D | +0.6% | -4.6% | +5.2% | +1.5% |
| 30D | -8.2% | -22.6% | +14.4% | -3.0% |
| 3M | -17.6% | -45.1% | +27.5% | -7.9% |
| 6M | +2.5% | -17.8% | +20.4% | +9.9% |
| All | +17.1% | +12.3% | +4.8% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling