-21.3%
AKAM vs UEC
+21.1%
-42.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.1% |
| 7D | +2.8% | -3.8% | +6.5% | +3.0% |
| 30D | -6.9% | -13.5% | +6.6% | -5.5% |
| 3M | -31.8% | -40.5% | +8.6% | -28.2% |
| 6M | -47.0% | -56.7% | +9.7% | -42.8% |
| YTD | -2.1% | -43.0% | +40.9% | +2.3% |
| 1Y | -3.7% | -42.5% | +38.8% | +0.2% |
| 3Y | -23.0% | +11.6% | -34.6% | -28.2% |
| All | -21.3% | +21.1% | -42.4% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling