+402.5%
USB vs AKAM
-29.2%
+431.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -1.0% |
| 7D | -1.5% | -21.7% | +20.2% | +1.2% |
| 30D | +4.3% | -28.3% | +32.6% | +8.0% |
| 3M | -6.1% | -36.3% | +30.3% | -1.7% |
| 6M | +9.4% | -34.0% | +43.4% | +13.0% |
| YTD | +15.2% | -10.8% | +26.0% | +13.9% |
| 1Y | +32.8% | +6.7% | +26.1% | +28.4% |
| 3Y | +91.3% | -28.3% | +119.6% | +92.0% |
| 5Y | +22.7% | -27.4% | +50.1% | +22.5% |
| 10Y | +97.0% | +18.3% | +78.8% | +83.7% |
| All | +402.5% | -29.2% | +431.8% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling