+92.5%
USB vs AKAM
-28.2%
+120.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -1.1% |
| 7D | -1.5% | -21.7% | +20.2% | +1.1% |
| 30D | +4.3% | -28.3% | +32.6% | +7.9% |
| 3M | -6.1% | -36.3% | +30.3% | -1.8% |
| 6M | +9.4% | -34.0% | +43.4% | +12.3% |
| YTD | +15.2% | -10.8% | +26.0% | +9.1% |
| 1Y | +32.8% | +6.7% | +26.1% | +19.5% |
| All | +92.5% | -28.2% | +120.7% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling