-56.6%
FIG vs AKAM
+37.1%
-93.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.0% |
| 7D | -12.2% | +0.6% | -12.8% | -12.3% |
| 30D | -11.0% | -8.2% | -2.8% | -10.1% |
| 3M | +11.9% | -17.6% | +29.4% | +14.5% |
| 6M | -21.9% | +2.5% | -24.4% | -24.6% |
| YTD | -40.8% | +22.8% | -63.5% | -45.7% |
| 1Y | -56.6% | +39.6% | -96.2% | -58.9% |
| All | -56.6% | +37.1% | -93.8% | -58.9% |
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