+1,315.5%
FERG vs AKAM
+326.8%
+988.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.2% | -1.6% |
| 7D | +0.9% | +5.4% | -4.5% | +0.6% |
| 30D | -15.1% | -5.9% | -9.2% | -14.8% |
| 3M | -4.8% | -19.6% | +14.8% | -3.8% |
| 6M | -2.5% | +8.5% | -10.9% | -3.7% |
| YTD | +1.8% | +26.9% | -25.1% | -0.7% |
| 1Y | -0.3% | +41.7% | -42.0% | -3.5% |
| 3Y | +52.9% | +5.8% | +47.1% | +49.4% |
| 5Y | +69.3% | -2.3% | +71.6% | +64.5% |
| 10Y | +352.7% | +111.0% | +241.7% | +342.7% |
| All | +1,315.5% | +326.8% | +988.7% | +1,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling