-83.2%
FIG vs AKAM
+8.8%
-91.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.0% |
| 7D | +3.4% | +2.8% | +0.6% | +2.9% |
| 30D | -9.5% | -6.9% | -2.6% | -8.6% |
| 3M | -26.2% | -31.8% | +5.7% | -22.7% |
| 6M | +2.7% | -47.0% | +49.7% | +10.7% |
| YTD | -48.0% | -2.1% | -45.8% | -51.2% |
| 1Y | -52.0% | -3.7% | -48.4% | -54.9% |
| All | -83.2% | +8.8% | -91.9% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling