+79.8%
USB vs AKAM
+31.6%
+48.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | +1.2% | +11.2% | -10.0% | -0.8% |
| 30D | +6.3% | -13.4% | +19.7% | +8.7% |
| 3M | -6.1% | -29.5% | +23.4% | -0.7% |
| 6M | +13.0% | -42.1% | +55.1% | +23.1% |
| YTD | +16.6% | -0.8% | +17.3% | +9.3% |
| 1Y | +31.1% | -3.9% | +35.1% | +23.9% |
| 3Y | +100.9% | -21.9% | +122.8% | +94.2% |
| 5Y | +24.5% | -22.4% | +46.9% | +18.3% |
| All | +79.8% | +31.6% | +48.2% | +47.6% |
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