+101.8%
AKAM vs STT
+267.9%
-166.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | -8.2% | +2.2% | -10.4% | -8.7% |
| 3M | -17.6% | +18.8% | -36.4% | -21.2% |
| 6M | +2.5% | +57.9% | -55.4% | -8.7% |
| YTD | +22.8% | +51.0% | -28.2% | +10.2% |
| 1Y | +39.6% | +77.1% | -37.6% | +20.3% |
| 3Y | +2.3% | +199.8% | -197.5% | -22.4% |
| 5Y | -4.3% | +156.0% | -160.2% | -26.7% |
| All | +101.8% | +267.9% | -166.1% | +44.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling