+2,072.5%
FTNT vs AKAM
+103.9%
+1,968.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | -0.1% | +1.5% | -1.6% | -0.8% |
| 30D | -3.0% | -13.0% | +10.1% | +2.0% |
| 3M | +7.6% | -19.4% | +27.0% | +15.2% |
| 6M | +87.0% | +0.3% | +86.7% | +78.3% |
| YTD | +96.5% | +22.4% | +74.1% | +69.2% |
| 1Y | +92.9% | +34.8% | +58.1% | +57.7% |
| 3Y | +139.8% | +1.9% | +137.9% | +110.4% |
| 5Y | +151.3% | -4.6% | +155.9% | +127.0% |
| All | +2,072.5% | +103.9% | +1,968.6% | +1,395.7% |
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 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