+40.2%
UNP vs AKAM
-21.8%
+62.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | +4.2% | +2.8% | +1.5% | +3.9% |
| 30D | +5.6% | -6.9% | +12.5% | +6.2% |
| 3M | +2.0% | -31.8% | +33.9% | +6.0% |
| 6M | +15.4% | -47.0% | +62.4% | +23.5% |
| YTD | +32.7% | -2.1% | +34.8% | +25.1% |
| 1Y | +39.4% | -3.7% | +43.1% | +31.8% |
| 3Y | +54.3% | -23.0% | +77.3% | +48.6% |
| All | +40.2% | -21.8% | +62.0% | +30.1% |
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