+46.0%
AKAM vs FRMI
-78.0%
+124.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.0% | +5.0% |
| 7D | +5.4% | +15.9% | -10.5% | +4.8% |
| 30D | -5.9% | -6.0% | +0.1% | -5.8% |
| 3M | -19.6% | -1.6% | -18.0% | -20.1% |
| 6M | +8.5% | -30.7% | +39.2% | +8.0% |
| YTD | +26.9% | -30.9% | +57.8% | +27.3% |
| All | +46.0% | -78.0% | +124.0% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling