+67.5%
FERG vs AKAM
-5.8%
+73.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.4% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -11.8% | -8.2% | -3.6% | -10.5% |
| 3M | -1.2% | -17.6% | +16.3% | +1.9% |
| 6M | -2.3% | +2.5% | -4.8% | -6.4% |
| YTD | +0.8% | +22.8% | -22.0% | -9.7% |
| 1Y | +0.5% | +39.6% | -39.1% | -13.9% |
| 3Y | +51.4% | +2.3% | +49.0% | +37.3% |
| 5Y | +67.5% | -4.3% | +71.8% | +51.2% |
| All | +67.5% | -5.8% | +73.3% | +51.2% |
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