+40.8%
AKAM vs FRMI
-78.1%
+118.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.4% |
| 7D | +1.5% | +7.4% | -5.9% | +1.2% |
| 30D | -13.0% | -27.6% | +14.6% | -12.2% |
| 3M | -19.4% | -20.9% | +1.5% | -19.3% |
| 6M | +0.3% | -36.6% | +36.9% | 0.0% |
| YTD | +22.4% | -31.3% | +53.6% | +22.8% |
| All | +40.8% | -78.1% | +118.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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