+32.4%
USB vs AKAM
-0.3%
+32.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.1% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +5.7% | -14.7% | +20.4% | +5.7% |
| 3M | -4.7% | -25.7% | +21.0% | -4.7% |
| 6M | +13.4% | -43.4% | +56.8% | +13.3% |
| YTD | +17.0% | -0.7% | +17.7% | +15.3% |
| 1Y | +32.4% | -4.3% | +36.7% | +32.2% |
| All | +32.4% | -0.3% | +32.7% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling