+34.8%
AKAM vs UMAC
+129.0%
-94.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.2% |
| 7D | +1.5% | -3.4% | +4.9% | +1.6% |
| 30D | -13.0% | -15.1% | +2.1% | -12.4% |
| 3M | -19.4% | -10.8% | -8.6% | -19.8% |
| 6M | +0.3% | +15.7% | -15.4% | -1.8% |
| YTD | +22.4% | +80.1% | -57.7% | +18.0% |
| 1Y | +34.8% | +116.7% | -81.9% | +30.7% |
| All | +34.8% | +129.0% | -94.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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