-24.3%
AKAM vs URA
+41.0%
-65.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.4% | +5.7% |
| 7D | -10.4% | -4.1% | -6.3% | -9.4% |
| 30D | -20.6% | -19.0% | -1.6% | -16.5% |
| 3M | -29.9% | -25.1% | -4.8% | -25.1% |
| 6M | -31.9% | -44.5% | +12.6% | -23.5% |
| YTD | -4.8% | -24.3% | +19.5% | -0.3% |
| 1Y | +13.8% | -28.1% | +41.9% | +20.1% |
| All | -24.3% | +41.0% | -65.3% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling