+3,425.0%
UNP vs AKAM
-4.3%
+3,429.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -5.3% | -2.1% | -3.3% | -5.1% |
| 30D | -1.5% | -13.9% | +12.4% | -0.1% |
| 3M | +10.3% | -33.8% | +44.1% | +14.6% |
| 6M | +9.7% | +2.2% | +7.5% | +7.9% |
| YTD | +27.1% | +20.6% | +6.5% | +22.4% |
| 1Y | +32.6% | +36.3% | -3.7% | +25.8% |
| 3Y | +40.0% | -0.1% | +40.1% | +36.0% |
| 5Y | +50.8% | -7.5% | +58.4% | +46.9% |
| 10Y | +278.6% | +90.2% | +188.5% | +238.1% |
| All | +3,425.0% | -4.3% | +3,429.3% | +2,202.4% |
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