+36.3%
AKAM vs UL
-8.6%
+44.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | -1.3% | -0.8% | -2.5% |
| 30D | -13.9% | +0.5% | -14.4% | -13.7% |
| 3M | -33.8% | +17.6% | -51.4% | -30.6% |
| 6M | +2.2% | -5.4% | +7.5% | +5.3% |
| YTD | +20.6% | +0.7% | +19.9% | +23.5% |
| 1Y | +36.3% | -9.3% | +45.6% | +49.9% |
| All | +36.3% | -8.6% | +44.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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