+260.9%
UMC vs AKAM
+73.1%
+187.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +6.6% | -0.8% | +7.4% | +6.8% |
| 30D | +16.6% | -4.5% | +21.0% | +17.6% |
| 3M | +11.0% | -25.6% | +36.6% | +18.9% |
| 6M | +131.3% | +5.7% | +125.6% | +122.6% |
| YTD | +182.5% | +21.0% | +161.4% | +160.9% |
| 1Y | +222.3% | +33.9% | +188.4% | +188.7% |
| 3Y | +253.0% | +0.9% | +252.1% | +231.0% |
| 5Y | +141.8% | -6.9% | +148.7% | +130.5% |
| 10Y | +1,772.2% | +97.4% | +1,674.8% | +1,311.0% |
| All | +260.9% | +73.1% | +187.8% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling