+38.5%
FAST vs AKAM
-4.5%
+43.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.0% | +11.2% | -6.2% | +5.0% |
| 30D | +8.6% | -13.4% | +21.9% | +8.5% |
| 3M | +6.9% | -29.5% | +36.4% | +6.7% |
| 6M | +29.6% | -42.1% | +71.7% | +29.7% |
| YTD | +41.4% | -0.8% | +42.2% | +40.7% |
| 1Y | +38.5% | -3.9% | +42.4% | +38.3% |
| All | +38.5% | -4.5% | +43.0% | +38.3% |
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