+94.7%
AKAM vs FTV
+89.3%
+5.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -4.5% | -8.3% | +3.9% | -1.7% |
| 3M | -25.6% | -7.4% | -18.2% | -24.0% |
| 6M | +5.7% | -1.2% | +6.9% | +5.6% |
| YTD | +21.0% | +2.7% | +18.4% | +18.4% |
| 1Y | +33.9% | +18.4% | +15.4% | +24.6% |
| 3Y | +0.9% | -2.0% | +2.9% | -0.7% |
| 5Y | -6.9% | +3.4% | -10.3% | -11.3% |
| 10Y | +97.4% | +78.5% | +18.9% | +64.2% |
| All | +94.7% | +89.3% | +5.3% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling