+36.3%
AKAM vs SMTC
+154.8%
-118.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -2.8% |
| 7D | -2.1% | +12.7% | -14.8% | -4.2% |
| 30D | -13.9% | +22.0% | -35.9% | -17.5% |
| 3M | -33.8% | -12.7% | -21.1% | -33.5% |
| 6M | +2.2% | +64.8% | -62.6% | -9.0% |
| YTD | +20.6% | +100.7% | -80.1% | +4.9% |
| 1Y | +36.3% | +146.9% | -110.6% | +18.6% |
| All | +36.3% | +154.8% | -118.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling