+2.0%
FISV vs AKAM
+103.9%
-101.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | -2.7% | +1.5% | -4.2% | -3.1% |
| 30D | 0.0% | -13.0% | +13.1% | +2.7% |
| 3M | -2.8% | -19.4% | +16.6% | +0.8% |
| 6M | -11.8% | +0.3% | -12.1% | -15.6% |
| YTD | -23.2% | +22.4% | -45.6% | -31.3% |
| 1Y | -62.0% | +34.8% | -96.8% | -66.8% |
| 3Y | -57.6% | +1.9% | -59.6% | -61.4% |
| 5Y | -53.4% | -4.6% | -48.8% | -57.3% |
| All | +2.0% | +103.9% | -101.9% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling