+25.7%
USB vs AKAM
-21.8%
+47.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +2.6% | +2.8% | -0.2% | +2.1% |
| 30D | +8.4% | -6.9% | +15.3% | +9.3% |
| 3M | -5.5% | -31.8% | +26.3% | -0.1% |
| 6M | +17.7% | -47.0% | +64.7% | +29.6% |
| YTD | +17.6% | -2.1% | +19.7% | +8.8% |
| 1Y | +33.9% | -3.7% | +37.6% | +24.5% |
| 3Y | +103.8% | -23.0% | +126.9% | +95.4% |
| All | +25.7% | -21.8% | +47.5% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling