-23.4%
AKAM vs URI
+138.8%
-162.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.5% |
| 7D | -10.4% | -9.8% | -0.6% | -7.9% |
| 30D | -20.6% | +1.7% | -22.3% | -20.7% |
| 3M | -29.9% | -9.1% | -20.9% | -28.3% |
| 6M | -31.9% | +9.9% | -41.7% | -33.5% |
| YTD | -4.8% | +31.2% | -36.0% | -12.8% |
| 1Y | +13.8% | +25.9% | -12.1% | +5.5% |
| 3Y | -23.4% | +147.4% | -170.8% | -38.3% |
| All | -23.4% | +138.8% | -162.1% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling