-27.3%
AKAM vs UL
+579.0%
-606.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | -4.5% | +0.9% | -5.4% | -5.0% |
| 3M | -25.6% | +14.2% | -39.8% | -29.9% |
| 6M | +5.7% | -3.2% | +8.9% | +5.5% |
| YTD | +21.0% | -0.3% | +21.4% | +19.0% |
| 1Y | +33.9% | -8.8% | +42.7% | +36.1% |
| 3Y | +0.9% | +23.9% | -23.0% | -10.7% |
| 5Y | -6.9% | +21.4% | -28.2% | -18.5% |
| 10Y | +97.4% | +66.7% | +30.7% | +44.2% |
| All | -27.3% | +579.0% | -606.3% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling