+107.2%
FAST vs AKAM
-7.4%
+114.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | -0.8% | -13.9% | +13.2% | +1.2% |
| 3M | +5.8% | -33.8% | +39.6% | +12.3% |
| 6M | +8.0% | +2.2% | +5.8% | +4.3% |
| YTD | +25.6% | +20.6% | +5.0% | +15.3% |
| 1Y | +0.8% | +36.3% | -35.5% | -10.9% |
| 3Y | +86.1% | -0.1% | +86.2% | +72.8% |
| All | +107.2% | -7.4% | +114.6% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling