+81.3%
USB vs AKAM
+29.8%
+51.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +2.6% | +2.8% | -0.2% | +2.0% |
| 30D | +8.4% | -6.9% | +15.3% | +9.4% |
| 3M | -5.5% | -31.8% | +26.3% | +0.5% |
| 6M | +17.7% | -47.0% | +64.7% | +30.6% |
| YTD | +17.6% | -2.1% | +19.7% | +10.5% |
| 1Y | +33.9% | -3.7% | +37.6% | +26.3% |
| 3Y | +103.8% | -23.0% | +126.9% | +97.6% |
| 5Y | +25.6% | -23.4% | +49.0% | +19.6% |
| All | +81.3% | +29.8% | +51.5% | +49.2% |
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