+2.3%
AKAM vs SMTC
+546.3%
-544.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.3% | -2.9% |
| 7D | +0.6% | +17.5% | -16.9% | -1.6% |
| 30D | -8.2% | +21.3% | -29.5% | -10.6% |
| 3M | -17.6% | +3.1% | -20.7% | -19.0% |
| 6M | +2.5% | +81.7% | -79.2% | -6.1% |
| YTD | +22.8% | +115.9% | -93.2% | +10.2% |
| 1Y | +39.6% | +157.8% | -118.2% | +22.5% |
| All | +2.3% | +546.3% | -544.1% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling