+259.3%
UPS vs AKAM
-55.1%
+314.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.0% |
| 7D | +3.8% | +2.8% | +1.0% | +3.5% |
| 30D | +17.4% | -6.9% | +24.2% | +18.0% |
| 3M | +8.2% | -31.8% | +40.0% | +12.0% |
| 6M | +17.9% | -47.0% | +64.9% | +24.9% |
| YTD | +18.7% | -2.1% | +20.8% | +16.4% |
| 1Y | +24.8% | -3.7% | +28.5% | +22.6% |
| 3Y | -4.5% | -23.0% | +18.5% | -4.9% |
| 5Y | -33.2% | -23.4% | -9.8% | -33.7% |
| 10Y | +44.2% | +30.5% | +13.8% | +34.6% |
| All | +259.3% | -55.1% | +314.5% | +168.9% |
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