+413.3%
USB vs AKAM
-21.9%
+435.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +2.4% | -12.4% | +14.8% | +3.9% |
| 30D | +6.6% | -20.4% | +27.0% | +9.1% |
| 3M | -4.1% | -30.3% | +26.2% | -0.6% |
| 6M | +12.5% | -18.8% | +31.2% | +13.4% |
| YTD | +17.6% | -1.5% | +19.1% | +15.1% |
| 1Y | +36.5% | +19.4% | +17.1% | +30.4% |
| 3Y | +95.4% | -20.8% | +116.2% | +94.0% |
| 5Y | +26.1% | -21.6% | +47.8% | +24.9% |
| 10Y | +101.3% | +30.6% | +70.7% | +85.7% |
| All | +413.3% | -21.9% | +435.2% | +203.2% |
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 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