+0.9%
AKAM vs STT
+203.8%
-202.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -0.8% | +2.2% | -3.0% | -1.7% |
| 30D | -4.5% | +3.9% | -8.4% | -6.0% |
| 3M | -25.6% | +19.2% | -44.7% | -31.1% |
| 6M | +5.7% | +60.4% | -54.7% | -13.9% |
| YTD | +21.0% | +51.5% | -30.4% | +0.2% |
| 1Y | +33.9% | +76.3% | -42.4% | +2.6% |
| 3Y | +0.9% | +200.7% | -199.9% | -38.3% |
| All | +0.9% | +203.8% | -202.9% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling