+1.9%
AKAM vs UEC
+122.3%
-120.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.2% |
| 7D | +1.5% | -9.4% | +10.9% | +2.5% |
| 30D | -13.0% | -8.0% | -5.0% | -12.4% |
| 3M | -19.4% | -1.7% | -17.7% | -19.5% |
| 6M | +0.3% | -26.1% | +26.4% | +2.0% |
| YTD | +22.4% | -10.5% | +32.9% | +22.5% |
| 1Y | +34.8% | -13.3% | +48.1% | +34.0% |
| 3Y | +1.9% | +116.4% | -114.4% | -8.0% |
| All | +1.9% | +122.3% | -120.4% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling