+510.4%
FAST vs AKAM
+95.2%
+415.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.4% | -2.1% | +1.7% | +0.1% |
| 30D | -0.8% | -13.9% | +13.2% | +2.4% |
| 3M | +5.8% | -33.8% | +39.6% | +15.7% |
| 6M | +8.0% | +2.2% | +5.8% | +2.8% |
| YTD | +25.6% | +20.6% | +5.0% | +12.2% |
| 1Y | +0.8% | +36.3% | -35.5% | -14.1% |
| 3Y | +86.1% | -0.1% | +86.2% | +69.1% |
| 5Y | +100.2% | -7.5% | +107.7% | +83.7% |
| All | +510.4% | +95.2% | +415.2% | +325.8% |
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