+15.9%
AKAM vs USAR
+58.5%
-42.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -3.0% |
| 7D | +0.6% | -9.3% | +9.9% | +1.0% |
| 30D | -8.2% | -15.2% | +7.0% | -7.6% |
| 3M | -17.6% | -21.1% | +3.5% | -17.1% |
| 6M | +2.5% | -21.6% | +24.1% | +3.1% |
| YTD | +22.8% | +34.8% | -12.0% | +22.7% |
| 1Y | +39.6% | +15.6% | +23.9% | +39.6% |
| 3Y | +2.3% | +57.7% | -55.4% | -5.1% |
| All | +15.9% | +58.5% | -42.6% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling