+253.9%
UMC vs AKAM
+1.2%
+252.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.9% |
| 7D | +11.4% | +0.6% | +10.8% | +11.3% |
| 30D | +16.8% | -8.2% | +25.0% | +18.6% |
| 3M | +19.1% | -17.6% | +36.7% | +23.0% |
| 6M | +137.4% | +2.5% | +134.9% | +131.0% |
| YTD | +186.4% | +22.8% | +163.6% | +167.0% |
| 1Y | +229.1% | +39.6% | +189.5% | +197.6% |
| All | +253.9% | +1.2% | +252.7% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling