-1.1%
AKAM vs FTV
-0.7%
-0.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.4% |
| 7D | +5.4% | -1.3% | +6.7% | +5.9% |
| 30D | -5.9% | -9.5% | +3.6% | -1.9% |
| 3M | -19.6% | -10.9% | -8.7% | -16.1% |
| 6M | +8.5% | -0.6% | +9.1% | +7.8% |
| YTD | +26.9% | +1.4% | +25.5% | +23.4% |
| 1Y | +41.7% | +17.6% | +24.1% | +27.6% |
| 3Y | +5.8% | -3.3% | +9.1% | +3.2% |
| All | -1.1% | -0.7% | -0.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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