+547.9%
FAST vs AKAM
+23.5%
+524.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +3.7% |
| 7D | +3.8% | -7.4% | +11.2% | +5.4% |
| 30D | +8.1% | -24.9% | +33.0% | +14.6% |
| 3M | +5.8% | -27.4% | +33.2% | +12.3% |
| 6M | +24.9% | -45.6% | +70.5% | +40.8% |
| YTD | +38.9% | -8.0% | +46.9% | +30.2% |
| 1Y | +36.5% | -4.1% | +40.6% | +26.1% |
| 3Y | +98.1% | -26.9% | +125.0% | +92.3% |
| 5Y | +109.3% | -26.6% | +135.9% | +99.0% |
| 10Y | +547.9% | +20.7% | +527.2% | +405.4% |
| All | +547.9% | +23.5% | +524.4% | +405.4% |
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