+30.5%
AKAM vs URA
+266.3%
-235.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | -6.9% | -10.4% | +3.5% | -4.6% |
| 3M | -31.8% | -29.6% | -2.2% | -26.4% |
| 6M | -47.0% | -40.3% | -6.7% | -41.1% |
| YTD | -2.1% | -25.5% | +23.4% | +2.7% |
| 1Y | -3.7% | -26.4% | +22.7% | +1.0% |
| 3Y | -23.0% | +31.4% | -54.5% | -31.2% |
| 5Y | -23.4% | +28.6% | -52.0% | -33.4% |
| All | +30.5% | +266.3% | -235.8% | -14.5% |
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