-23.4%
AKAM vs UAL
+197.6%
-221.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.3% |
| 7D | -10.4% | +8.2% | -18.5% | -12.0% |
| 30D | -20.6% | +2.3% | -22.9% | -21.0% |
| 3M | -29.9% | -12.7% | -17.2% | -28.1% |
| 6M | -31.9% | +12.7% | -44.6% | -34.1% |
| YTD | -4.8% | +0.8% | -5.6% | -6.9% |
| 1Y | +13.8% | +17.8% | -4.0% | +7.1% |
| 3Y | -23.4% | +206.7% | -230.1% | -38.0% |
| All | -23.4% | +197.6% | -221.0% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling