+111.0%
AKAM vs UAL
+98.4%
+12.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +5.4% | -1.1% | +6.5% | +5.5% |
| 30D | -5.9% | -13.4% | +7.6% | -4.4% |
| 3M | -19.6% | -2.3% | -17.3% | -19.6% |
| 6M | +8.5% | +13.3% | -4.9% | +6.4% |
| YTD | +26.9% | -4.2% | +31.1% | +26.3% |
| 1Y | +41.7% | +1.4% | +40.3% | +39.8% |
| 3Y | +5.8% | +125.8% | -120.0% | -4.3% |
| 5Y | -2.3% | +130.0% | -132.3% | -13.0% |
| 10Y | +111.0% | +104.2% | +6.7% | +107.4% |
| All | +111.0% | +98.4% | +12.5% | +107.4% |
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