+30.5%
AKAM vs UAL
+80.6%
-50.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +2.8% | -3.0% | +5.8% | +3.1% |
| 30D | -6.9% | +10.5% | -17.3% | -8.1% |
| 3M | -31.8% | -13.5% | -18.4% | -30.8% |
| 6M | -47.0% | +14.2% | -61.2% | -48.0% |
| YTD | -2.1% | -2.2% | +0.1% | -2.9% |
| 1Y | -3.7% | +12.5% | -16.2% | -6.0% |
| 3Y | -23.0% | +186.8% | -209.9% | -31.6% |
| 5Y | -23.4% | +119.4% | -142.8% | -31.7% |
| All | +30.5% | +80.6% | -50.1% | +29.4% |
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