+428.0%
USB vs AKAM
-4.3%
+432.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.1% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -1.3% | -13.9% | +12.6% | +0.2% |
| 3M | +15.2% | -33.8% | +49.1% | +20.1% |
| 6M | +18.8% | +2.2% | +16.7% | +16.8% |
| YTD | +21.0% | +20.6% | +0.4% | +16.2% |
| 1Y | +34.0% | +36.3% | -2.3% | +26.6% |
| 3Y | +95.3% | -0.1% | +95.4% | +89.7% |
| 5Y | +40.4% | -7.5% | +47.9% | +36.8% |
| 10Y | +107.3% | +90.2% | +17.1% | +84.1% |
| All | +428.0% | -4.3% | +432.4% | +205.9% |
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