-59.8%
FISV vs AKAM
+1.2%
-61.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +0.8% |
| 7D | -7.2% | +0.6% | -7.8% | -7.3% |
| 30D | -7.2% | -8.2% | +1.0% | -6.6% |
| 3M | -8.2% | -17.6% | +9.4% | -6.7% |
| 6M | -17.7% | +2.5% | -20.2% | -20.2% |
| YTD | -27.2% | +22.8% | -49.9% | -32.9% |
| 1Y | -63.0% | +39.6% | -102.6% | -66.9% |
| All | -59.8% | +1.2% | -61.0% | -65.7% |
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