-41.2%
AKAM vs UL
+613.2%
-654.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | +2.8% | +1.1% | +1.7% | +2.3% |
| 30D | -6.9% | +4.5% | -11.4% | -8.8% |
| 3M | -31.8% | +6.5% | -38.3% | -34.0% |
| 6M | -47.0% | +18.2% | -65.2% | -51.1% |
| YTD | -2.1% | +4.7% | -6.8% | -6.2% |
| 1Y | -3.7% | +0.8% | -4.5% | -6.5% |
| 3Y | -23.0% | +35.9% | -58.9% | -34.7% |
| 5Y | -23.4% | +33.4% | -56.8% | -35.9% |
| 10Y | +30.5% | +106.9% | -76.4% | -13.8% |
| All | -41.2% | +613.2% | -654.4% | -64.2% |
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