+0.5%
FERG vs AKAM
+38.7%
-38.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.6% | +1.5% | -4.1% | -2.6% |
| 30D | -8.9% | -13.0% | +4.1% | -8.4% |
| 3M | -2.0% | -19.4% | +17.3% | -1.3% |
| 6M | -3.2% | +0.3% | -3.5% | -3.7% |
| YTD | +1.5% | +22.4% | -20.9% | -3.5% |
| 1Y | +0.5% | +34.8% | -34.4% | -2.7% |
| All | +0.5% | +38.7% | -38.2% | -2.7% |
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 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