+1.9%
AKAM vs ULTA
+31.2%
-29.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | +1.5% | -3.1% | +4.6% | +1.9% |
| 30D | -13.0% | +2.8% | -15.8% | -13.4% |
| 3M | -19.4% | +14.8% | -34.1% | -21.5% |
| 6M | +0.3% | -16.2% | +16.5% | +3.0% |
| YTD | +22.4% | -9.6% | +32.0% | +23.3% |
| 1Y | +34.8% | +4.8% | +30.1% | +31.0% |
| 3Y | +1.9% | +30.7% | -28.7% | -10.1% |
| All | +1.9% | +31.2% | -29.3% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling