+106.4%
AKAM vs UEC
+73.5%
+32.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.1% | -6.9% | +4.8% | -1.4% |
| 30D | -13.9% | +7.6% | -21.6% | -14.7% |
| 3M | -33.8% | -18.4% | -15.4% | -32.8% |
| 6M | +2.2% | -23.3% | +25.4% | +3.7% |
| YTD | +20.6% | -1.2% | +21.8% | +18.9% |
| 1Y | +36.3% | +2.3% | +34.0% | +32.5% |
| 3Y | -0.1% | +162.3% | -162.4% | -14.6% |
| 5Y | -7.5% | +287.2% | -294.8% | -28.2% |
| 10Y | +90.2% | +1,009.6% | -919.4% | +15.8% |
| All | +106.4% | +73.5% | +32.9% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling