+26.4%
AKAM vs UAL
+99.5%
-73.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | -3.3% | +12.5% | -15.7% | -4.6% |
| 30D | -21.7% | +12.2% | -33.9% | -22.8% |
| 3M | -28.8% | -2.6% | -26.3% | -28.7% |
| 6M | -43.3% | +21.1% | -64.4% | -44.8% |
| YTD | -4.1% | +7.8% | -11.9% | -5.8% |
| 1Y | -3.9% | +25.4% | -29.3% | -7.4% |
| 3Y | -24.4% | +217.3% | -241.8% | -33.6% |
| 5Y | -23.8% | +132.9% | -156.6% | -32.6% |
| 10Y | +26.4% | +101.1% | -74.7% | +22.8% |
| All | +26.4% | +99.5% | -73.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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