+105.3%
FAST vs AKAM
-22.7%
+128.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.6% | -0.7% |
| 7D | +2.1% | -10.4% | +12.5% | +3.5% |
| 30D | +6.9% | -20.6% | +27.5% | +9.9% |
| 3M | +4.8% | -29.9% | +34.8% | +9.4% |
| 6M | +19.8% | -31.9% | +51.7% | +24.0% |
| YTD | +34.9% | -4.8% | +39.7% | +27.2% |
| 1Y | +32.8% | +13.8% | +19.0% | +19.0% |
| 3Y | +93.7% | -23.4% | +117.1% | +87.2% |
| All | +105.3% | -22.7% | +128.0% | +92.0% |
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