+19.4%
AKAM vs STT
+53.6%
-34.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.5% |
| 7D | -12.4% | -0.1% | -12.3% | -12.3% |
| 30D | -20.4% | -1.7% | -18.7% | -20.0% |
| 3M | -30.3% | -6.4% | -24.0% | -28.9% |
| 6M | -18.8% | +17.7% | -36.5% | -20.4% |
| YTD | -1.5% | +36.9% | -38.4% | -7.3% |
| 1Y | +19.4% | +52.0% | -32.6% | +7.0% |
| All | +19.4% | +53.6% | -34.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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