+54.3%
UNP vs AKAM
-22.7%
+77.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.5% |
| 7D | +4.2% | +2.8% | +1.5% | +4.0% |
| 30D | +5.6% | -6.9% | +12.5% | +6.0% |
| 3M | +2.0% | -31.8% | +33.9% | +4.5% |
| 6M | +15.4% | -47.0% | +62.4% | +20.8% |
| YTD | +32.7% | -2.1% | +34.8% | +26.1% |
| 1Y | +39.4% | -3.7% | +43.1% | +32.8% |
| 3Y | +54.3% | -23.0% | +77.3% | +38.7% |
| All | +54.3% | -22.7% | +77.0% | +38.7% |
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