-27.3%
AKAM vs SMTC
+920.4%
-947.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.0% | -9.6% | -3.6% |
| 7D | -0.8% | +22.9% | -23.7% | -9.1% |
| 30D | -4.5% | +16.6% | -21.1% | -11.7% |
| 3M | -25.6% | +2.4% | -28.0% | -29.9% |
| 6M | +5.7% | +98.3% | -92.5% | -25.9% |
| YTD | +21.0% | +120.7% | -99.6% | -20.0% |
| 1Y | +33.9% | +168.3% | -134.4% | -20.4% |
| 3Y | +0.9% | +571.7% | -570.8% | -70.7% |
| 5Y | -6.9% | +114.0% | -120.9% | -58.8% |
| 10Y | +97.4% | +497.0% | -399.6% | -60.6% |
| All | -27.3% | +920.4% | -947.6% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling