+91.7%
USB vs AKAM
+23.4%
+68.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -1.7% |
| 7D | 0.0% | -10.4% | +10.4% | +1.8% |
| 30D | +5.8% | -20.6% | +26.4% | +9.9% |
| 3M | -6.0% | -29.9% | +24.0% | -0.6% |
| 6M | +7.8% | -31.9% | +39.7% | +12.5% |
| YTD | +14.6% | -4.8% | +19.4% | +8.3% |
| 1Y | +31.8% | +13.8% | +18.0% | +18.5% |
| 3Y | +91.5% | -23.4% | +114.9% | +85.6% |
| 5Y | +22.0% | -22.6% | +44.6% | +15.9% |
| All | +91.7% | +23.4% | +68.3% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling