+55.9%
AKAM vs URA
-51.6%
+107.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.4% | +5.5% |
| 7D | -10.4% | -4.1% | -6.3% | -9.2% |
| 30D | -20.6% | -19.0% | -1.6% | -15.5% |
| 3M | -29.9% | -25.1% | -4.8% | -24.0% |
| 6M | -31.9% | -44.5% | +12.6% | -20.2% |
| YTD | -4.8% | -24.3% | +19.5% | +0.8% |
| 1Y | +13.8% | -28.1% | +41.9% | +21.6% |
| 3Y | -23.4% | +40.7% | -64.0% | -35.5% |
| 5Y | -22.6% | +35.5% | -58.0% | -36.9% |
| 10Y | +26.3% | +281.2% | -254.9% | -35.7% |
| All | +55.9% | -51.6% | +107.6% | +57.5% |
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 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