+144.1%
FTNT vs AKAM
+1.2%
+142.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -1.9% | -8.2% | +6.3% | -0.3% |
| 3M | +14.4% | -17.6% | +32.0% | +18.4% |
| 6M | +88.7% | +2.5% | +86.1% | +84.4% |
| YTD | +100.0% | +22.8% | +77.3% | +86.2% |
| 1Y | +99.9% | +39.6% | +60.3% | +79.3% |
| All | +144.1% | +1.2% | +142.9% | +122.2% |
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