+19.4%
AKAM vs SMTC
+70.8%
-51.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.9% | +12.2% | +1.7% |
| 7D | -12.4% | -24.5% | +12.1% | -7.9% |
| 30D | -20.4% | -42.5% | +22.0% | -12.5% |
| 3M | -30.3% | -14.1% | -16.2% | -29.7% |
| 6M | -18.8% | +3.6% | -22.4% | -22.7% |
| YTD | -1.5% | +50.6% | -52.1% | -13.1% |
| 1Y | +19.4% | +72.2% | -52.8% | +2.3% |
| All | +19.4% | +70.8% | -51.4% | +2.3% |
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