+115.0%
UMC vs AKAM
+16.2%
+98.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -14.7% | -12.4% | -2.3% | -12.2% |
| 30D | -32.9% | -20.4% | -12.4% | -29.7% |
| 3M | -22.2% | -30.3% | +8.2% | -16.7% |
| 6M | +25.9% | -18.8% | +44.7% | +29.8% |
| YTD | +107.9% | -1.5% | +109.4% | +108.4% |
| 1Y | +115.0% | +19.4% | +95.6% | +114.8% |
| All | +115.0% | +16.2% | +98.8% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 1y: compounded portfolio wealth divided by compounded AKAM 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…
1y analysis · Full analysis span regression · 6 months rolling