+111.0%
AKAM vs URA
+369.2%
-258.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.1% |
| 7D | +5.4% | +5.7% | -0.3% | +4.1% |
| 30D | -5.9% | +5.6% | -11.5% | -7.0% |
| 3M | -19.6% | +6.2% | -25.8% | -20.9% |
| 6M | +8.5% | -8.2% | +16.7% | +9.4% |
| YTD | +26.9% | +9.7% | +17.3% | +22.4% |
| 1Y | +41.7% | +17.0% | +24.7% | +33.2% |
| 3Y | +5.8% | +118.5% | -112.7% | -15.5% |
| 5Y | -2.3% | +134.3% | -136.7% | -25.8% |
| 10Y | +111.0% | +377.5% | -266.5% | +30.1% |
| All | +111.0% | +369.2% | -258.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling