+548.6%
FAST vs AKAM
+31.5%
+517.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.4% | +0.4% |
| 7D | +4.3% | +0.9% | +3.4% | +3.8% |
| 30D | +8.3% | -14.7% | +23.0% | +11.7% |
| 3M | +6.5% | -25.7% | +32.2% | +12.6% |
| 6M | +29.5% | -43.4% | +72.9% | +44.9% |
| YTD | +41.3% | -0.7% | +41.9% | +30.2% |
| 1Y | +37.4% | -4.3% | +41.7% | +28.0% |
| 3Y | +98.5% | -21.7% | +120.3% | +90.0% |
| 5Y | +111.1% | -20.7% | +131.8% | +97.3% |
| 10Y | +548.6% | +32.4% | +516.1% | +395.8% |
| All | +548.6% | +31.5% | +517.1% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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