+32.4%
AKAM vs URA
+277.9%
-245.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +3.2% |
| 7D | +0.9% | +2.9% | -2.0% | +0.2% |
| 30D | -14.7% | -10.8% | -3.9% | -12.5% |
| 3M | -25.7% | -25.5% | -0.2% | -20.8% |
| 6M | -43.4% | -41.2% | -2.1% | -36.9% |
| YTD | -0.7% | -21.3% | +20.6% | +3.0% |
| 1Y | -4.3% | -25.7% | +21.4% | 0.0% |
| 3Y | -21.7% | +43.1% | -64.8% | -31.3% |
| 5Y | -20.7% | +35.6% | -56.3% | -31.8% |
| 10Y | +32.4% | +281.3% | -248.9% | -13.9% |
| All | +32.4% | +277.9% | -245.5% | -13.9% |
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