-4.5%
AKAM vs ULTA
+44.7%
-49.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | +1.5% | -3.1% | +4.6% | +2.0% |
| 30D | -13.0% | +2.8% | -15.8% | -13.6% |
| 3M | -19.4% | +14.8% | -34.1% | -21.9% |
| 6M | +0.3% | -16.2% | +16.5% | +3.2% |
| YTD | +22.4% | -9.6% | +32.0% | +23.4% |
| 1Y | +34.8% | +4.8% | +30.1% | +30.9% |
| 3Y | +1.9% | +30.7% | -28.7% | -9.1% |
| All | -4.5% | +44.7% | -49.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling