-80.9%
FIG vs AKAM
+41.1%
-122.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.1% | -3.9% |
| 7D | -14.5% | +5.4% | -19.8% | -15.1% |
| 30D | -13.3% | -5.9% | -7.4% | -12.7% |
| 3M | +7.4% | -19.6% | +27.1% | +10.3% |
| 6M | -27.8% | +8.5% | -36.3% | -31.1% |
| YTD | -41.1% | +26.9% | -68.0% | -46.4% |
| 1Y | -58.7% | +41.7% | -100.4% | -62.9% |
| All | -80.9% | +41.1% | -122.0% | -82.8% |
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