+30.5%
AKAM vs URI
+1,173.3%
-1,142.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | +2.8% | +6.7% | -3.9% | +1.3% |
| 30D | -6.9% | +8.9% | -15.7% | -8.5% |
| 3M | -31.8% | +0.5% | -32.4% | -31.9% |
| 6M | -47.0% | +20.7% | -67.7% | -49.2% |
| YTD | -2.1% | +40.0% | -42.2% | -10.3% |
| 1Y | -3.7% | +34.4% | -38.1% | -11.0% |
| 3Y | -23.0% | +149.5% | -172.5% | -38.2% |
| 5Y | -23.4% | +205.6% | -229.0% | -42.4% |
| All | +30.5% | +1,173.3% | -1,142.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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