+379.4%
AKAM vs UAL
+242.1%
+137.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -13.9% | -16.1% | +2.2% | -11.7% |
| 3M | -33.8% | +6.1% | -40.0% | -34.6% |
| 6M | +2.2% | +10.8% | -8.7% | -0.3% |
| YTD | +20.6% | -0.4% | +21.0% | +19.1% |
| 1Y | +36.3% | +5.0% | +31.3% | +33.1% |
| 3Y | -0.1% | +124.0% | -124.1% | -15.4% |
| 5Y | -7.5% | +141.0% | -148.5% | -24.7% |
| 10Y | +90.2% | +118.0% | -27.8% | +40.2% |
| All | +379.4% | +242.1% | +137.3% | +134.4% |
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 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