+1.1%
AKAM vs UAL
+131.3%
-130.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -13.9% | -16.1% | +2.2% | -11.0% |
| 3M | -33.8% | +6.1% | -40.0% | -34.9% |
| 6M | +2.2% | +10.8% | -8.7% | -1.2% |
| YTD | +20.6% | -0.4% | +21.0% | +18.2% |
| 1Y | +36.3% | +5.0% | +31.3% | +31.4% |
| All | +1.1% | +131.3% | -130.2% | -18.5% |
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