+0.9%
AKAM vs URA
+121.0%
-120.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | -0.2% |
| 7D | -0.8% | +8.1% | -8.9% | -2.3% |
| 30D | -4.5% | +5.8% | -10.2% | -5.5% |
| 3M | -25.6% | +3.4% | -29.0% | -26.3% |
| 6M | +5.7% | -2.6% | +8.4% | +5.2% |
| YTD | +21.0% | +11.2% | +9.9% | +16.5% |
| 1Y | +33.9% | +19.8% | +14.1% | +25.0% |
| 3Y | +0.9% | +121.5% | -120.6% | -18.6% |
| All | +0.9% | +121.0% | -120.1% | -18.6% |
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