-4.5%
AKAM vs UVXY
-99.7%
+95.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | -1.1% |
| 7D | +1.5% | +2.8% | -1.3% | +1.9% |
| 30D | -13.0% | -11.4% | -1.7% | -14.1% |
| 3M | -19.4% | -41.5% | +22.1% | -23.6% |
| 6M | +0.3% | -61.0% | +61.3% | -8.1% |
| YTD | +22.4% | -49.8% | +72.2% | +16.8% |
| 1Y | +34.8% | -66.4% | +101.3% | +24.4% |
| 3Y | +1.9% | -94.8% | +96.7% | -11.7% |
| All | -4.5% | -99.7% | +95.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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