+19.4%
AKAM vs USAR
-49.3%
+68.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.3% |
| 7D | -12.4% | -21.8% | +9.4% | -8.9% |
| 30D | -20.4% | -39.9% | +19.5% | -14.0% |
| 3M | -30.3% | -52.5% | +22.2% | -22.4% |
| 6M | -18.8% | -67.9% | +49.2% | -6.0% |
| YTD | -1.5% | -31.1% | +29.6% | +7.1% |
| 1Y | +19.4% | -49.8% | +69.2% | +33.4% |
| All | +19.4% | -49.3% | +68.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling