+83.6%
USB vs AKAM
+31.5%
+52.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.7% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | +5.7% | -14.7% | +20.4% | +8.4% |
| 3M | -4.7% | -25.7% | +21.0% | -0.2% |
| 6M | +13.4% | -43.4% | +56.8% | +24.0% |
| YTD | +17.0% | -0.7% | +17.7% | +9.7% |
| 1Y | +32.4% | -4.3% | +36.7% | +25.2% |
| 3Y | +101.7% | -21.7% | +123.4% | +94.9% |
| 5Y | +24.4% | -20.7% | +45.1% | +17.7% |
| 10Y | +83.6% | +32.4% | +51.1% | +50.8% |
| All | +83.6% | +31.5% | +52.1% | +50.8% |
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