+265.8%
AKAM vs UAL
+269.7%
-3.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.8% | -10.1% | -4.4% |
| 7D | -7.4% | +10.2% | -17.6% | -8.9% |
| 30D | -24.9% | +12.0% | -37.0% | -26.3% |
| 3M | -27.4% | -7.1% | -20.3% | -26.7% |
| 6M | -45.6% | +20.9% | -66.5% | -47.5% |
| YTD | -8.0% | +7.7% | -15.6% | -10.3% |
| 1Y | -4.1% | +23.6% | -27.7% | -8.7% |
| 3Y | -26.9% | +222.6% | -249.4% | -41.3% |
| 5Y | -26.6% | +127.9% | -154.5% | -39.7% |
| 10Y | +20.7% | +100.2% | -79.5% | -9.5% |
| All | +265.8% | +269.7% | -3.9% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling