+13.8%
AKAM vs USAR
+74.0%
-60.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -2.1% | -2.1% | 0.0% | -2.0% |
| 30D | -13.9% | +2.6% | -16.6% | -14.1% |
| 3M | -33.8% | -35.0% | +1.2% | -33.1% |
| 6M | +2.2% | -6.9% | +9.0% | +2.3% |
| YTD | +20.6% | +48.0% | -27.4% | +20.1% |
| 1Y | +36.3% | +24.8% | +11.5% | +35.8% |
| 3Y | -0.1% | +73.2% | -73.4% | -7.8% |
| All | +13.8% | +74.0% | -60.2% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling