+37.4%
FAST vs AKAM
-0.3%
+37.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.4% | +1.2% |
| 7D | +4.3% | +0.9% | +3.4% | +4.3% |
| 30D | +8.3% | -14.7% | +23.0% | +8.3% |
| 3M | +6.5% | -25.7% | +32.2% | +6.4% |
| 6M | +29.5% | -43.4% | +72.9% | +29.6% |
| YTD | +41.3% | -0.7% | +41.9% | +40.4% |
| 1Y | +37.4% | -4.3% | +41.7% | +37.4% |
| All | +37.4% | -0.3% | +37.7% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling