-3.5%
AKAM vs UMAC
+508.0%
-511.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.4% | +11.3% | +5.1% |
| 7D | +5.4% | +3.3% | +2.1% | +5.2% |
| 30D | -5.9% | -10.4% | +4.5% | -5.7% |
| 3M | -19.6% | +1.8% | -21.4% | -20.1% |
| 6M | +8.5% | +40.7% | -32.3% | +6.4% |
| YTD | +26.9% | +90.9% | -64.0% | +23.4% |
| 1Y | +41.7% | +151.8% | -110.1% | +36.4% |
| All | -3.5% | +508.0% | -511.5% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling