+101.1%
AKAM vs UL
+66.7%
+34.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | -3.4% | +4.9% | +2.2% |
| 30D | -13.0% | +0.5% | -13.5% | -13.2% |
| 3M | -19.4% | +7.2% | -26.6% | -21.0% |
| 6M | +0.3% | -3.1% | +3.4% | +0.5% |
| YTD | +22.4% | -2.7% | +25.1% | +22.1% |
| 1Y | +34.8% | -10.2% | +45.1% | +37.4% |
| 3Y | +1.9% | +20.3% | -18.3% | -5.2% |
| 5Y | -4.6% | +19.9% | -24.5% | -12.4% |
| All | +101.1% | +66.7% | +34.5% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling