+32.4%
AKAM vs STT
+203.9%
-171.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +3.2% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | -14.7% | -0.4% | -14.3% | -14.5% |
| 3M | -25.7% | -6.5% | -19.2% | -24.3% |
| 6M | -43.4% | +17.2% | -60.5% | -45.5% |
| YTD | -0.7% | +38.2% | -38.9% | -8.6% |
| 1Y | -4.3% | +49.3% | -53.6% | -13.8% |
| 3Y | -21.7% | +181.9% | -203.7% | -39.5% |
| 5Y | -20.7% | +106.9% | -127.6% | -36.3% |
| 10Y | +32.4% | +203.1% | -170.7% | +1.2% |
| All | +32.4% | +203.9% | -171.5% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling