+19.4%
AKAM vs UEC
-46.3%
+65.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.2% |
| 7D | -12.4% | -13.8% | +1.4% | -10.0% |
| 30D | -20.4% | -23.1% | +2.7% | -16.8% |
| 3M | -30.3% | -31.5% | +1.2% | -26.0% |
| 6M | -18.8% | -51.5% | +32.7% | -11.0% |
| YTD | -1.5% | -38.4% | +36.9% | +9.2% |
| 1Y | +19.4% | -44.7% | +64.1% | +32.6% |
| All | +19.4% | -46.3% | +65.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling