+19.4%
AKAM vs ULTA
+27.7%
-8.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.5% |
| 7D | -12.4% | +6.7% | -19.1% | -12.1% |
| 30D | -20.4% | +21.7% | -42.2% | -19.5% |
| 3M | -30.3% | +21.5% | -51.8% | -29.3% |
| 6M | -18.8% | +27.5% | -46.3% | -17.3% |
| YTD | -1.5% | +9.2% | -10.7% | -1.1% |
| 1Y | +19.4% | +27.9% | -8.5% | +19.9% |
| All | +19.4% | +27.7% | -8.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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