+19.8%
AKAM vs USAR
+68.6%
-48.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +5.0% |
| 7D | +5.4% | -4.4% | +9.8% | +5.6% |
| 30D | -5.9% | -10.4% | +4.5% | -5.5% |
| 3M | -19.6% | -18.4% | -1.3% | -19.3% |
| 6M | +8.5% | -8.8% | +17.3% | +8.7% |
| YTD | +26.9% | +43.4% | -16.4% | +26.6% |
| 1Y | +41.7% | +21.0% | +20.7% | +41.3% |
| 3Y | +5.8% | +67.7% | -61.9% | -2.1% |
| All | +19.8% | +68.6% | -48.8% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling