+144.1%
UMC vs AKAM
-5.1%
+149.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +9.0% | +1.5% | +7.5% | +8.6% |
| 30D | +17.2% | -13.0% | +30.3% | +21.6% |
| 3M | +11.4% | -19.4% | +30.8% | +17.4% |
| 6M | +137.5% | +0.3% | +137.2% | +128.9% |
| YTD | +193.1% | +22.4% | +170.7% | +161.7% |
| 1Y | +240.3% | +34.8% | +205.5% | +192.2% |
| 3Y | +262.2% | +1.9% | +260.2% | +228.0% |
| All | +144.1% | -5.1% | +149.3% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling