-22.0%
AKAM vs USAR
-21.3%
-0.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | 0.0% |
| 7D | +11.2% | +8.8% | +2.4% | +10.6% |
| 30D | -13.4% | -28.5% | +15.1% | -12.0% |
| 3M | -29.5% | -56.2% | +26.7% | -26.8% |
| 6M | -42.1% | -68.4% | +26.3% | -39.5% |
| YTD | -0.8% | -32.2% | +31.4% | +2.4% |
| 1Y | -3.9% | -52.3% | +48.4% | -0.6% |
| All | -22.0% | -21.3% | -0.7% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling