+278.5%
AKAM vs UAL
+246.2%
+32.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.4% |
| 7D | -10.4% | +8.2% | -18.5% | -11.5% |
| 30D | -20.6% | +2.3% | -22.9% | -20.9% |
| 3M | -29.9% | -12.7% | -17.2% | -28.5% |
| 6M | -31.9% | +12.7% | -44.6% | -33.5% |
| YTD | -4.8% | +0.8% | -5.6% | -6.1% |
| 1Y | +13.8% | +17.8% | -4.0% | +9.4% |
| 3Y | -23.4% | +206.7% | -230.1% | -38.0% |
| 5Y | -22.6% | +113.9% | -136.4% | -35.7% |
| 10Y | +26.3% | +97.0% | -70.7% | -5.1% |
| All | +278.5% | +246.2% | +32.3% | +84.8% |
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