+107.6%
AKAM vs USHY
+50.4%
+57.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | +5.4% | -0.1% | +5.5% | +5.6% |
| 30D | -5.9% | 0.0% | -5.8% | -5.8% |
| 3M | -19.6% | +0.8% | -20.5% | -20.5% |
| 6M | +8.5% | +1.9% | +6.5% | +6.0% |
| YTD | +26.9% | +2.3% | +24.7% | +23.5% |
| 1Y | +41.7% | +4.1% | +37.6% | +34.7% |
| 3Y | +5.8% | +27.8% | -22.0% | -21.4% |
| 5Y | -2.3% | +21.5% | -23.8% | -23.0% |
| All | +107.6% | +50.4% | +57.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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