+8,008.9%
UNH vs AKAM
-4.0%
+8,012.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -1.5% | -4.5% | +2.9% | -1.3% |
| 3M | -0.8% | -25.6% | +24.7% | +1.2% |
| 6M | +41.8% | +5.7% | +36.1% | +39.9% |
| YTD | +23.1% | +21.0% | +2.0% | +19.7% |
| 1Y | +28.5% | +33.9% | -5.4% | +23.9% |
| 3Y | -11.8% | +0.9% | -12.6% | -13.7% |
| 5Y | +5.3% | -6.9% | +12.2% | +3.3% |
| 10Y | +247.4% | +97.4% | +150.0% | +220.2% |
| All | +8,008.9% | -4.0% | +8,012.9% | +5,799.8% |
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 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