+97.5%
AKAM vs URA
-31.1%
+128.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -13.9% | +7.4% | -21.3% | -15.8% |
| 3M | -33.8% | -8.4% | -25.4% | -32.5% |
| 6M | +2.2% | -12.7% | +14.9% | +4.8% |
| YTD | +20.6% | +7.8% | +12.8% | +15.4% |
| 1Y | +36.3% | +19.5% | +16.9% | +24.7% |
| 3Y | -0.1% | +116.4% | -116.5% | -26.0% |
| 5Y | -7.5% | +134.3% | -141.8% | -36.8% |
| 10Y | +90.2% | +359.3% | -269.1% | -6.2% |
| All | +97.5% | -31.1% | +128.6% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling