+421.1%
AKAM vs UVXY
-100.0%
+521.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.4% | -2.7% |
| 7D | +0.6% | +11.0% | -10.4% | +1.8% |
| 30D | -8.2% | -8.8% | +0.6% | -9.0% |
| 3M | -17.6% | -41.9% | +24.3% | -21.8% |
| 6M | +2.5% | -61.2% | +63.7% | -6.0% |
| YTD | +22.8% | -46.2% | +69.0% | +18.1% |
| 1Y | +39.6% | -65.2% | +104.8% | +29.5% |
| 3Y | +2.3% | -94.6% | +96.9% | -10.1% |
| 5Y | -4.3% | -99.7% | +95.4% | -30.8% |
| 10Y | +104.1% | -100.0% | +204.1% | +1.0% |
| All | +421.1% | -100.0% | +521.1% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling