-20.7%
AKAM vs STT
+109.1%
-129.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +3.0% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | -14.7% | -0.4% | -14.3% | -14.4% |
| 3M | -25.7% | -6.5% | -19.2% | -23.9% |
| 6M | -43.4% | +17.2% | -60.5% | -46.2% |
| YTD | -0.7% | +38.2% | -38.9% | -11.2% |
| 1Y | -4.3% | +49.3% | -53.6% | -16.9% |
| 3Y | -21.7% | +181.9% | -203.7% | -44.5% |
| 5Y | -20.7% | +106.9% | -127.6% | -43.9% |
| All | -20.7% | +109.1% | -129.8% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling