+3,581.0%
UNP vs AKAM
-22.4%
+3,603.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 6M | +15.4% | -47.0% | +62.4% | +22.0% |
| YTD | +32.7% | -2.1% | +34.8% | +29.9% |
| 1Y | +39.4% | -3.7% | +43.1% | +36.7% |
| 3Y | +54.3% | -23.0% | +77.3% | +53.2% |
| 5Y | +39.6% | -23.4% | +63.0% | +38.0% |
| 10Y | +288.9% | +30.5% | +258.4% | +259.2% |
| All | +3,581.0% | -22.4% | +3,603.4% | +2,344.4% |
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