-40.3%
AKAM vs STT
+650.0%
-690.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.1% | +2.9% |
| 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% | -23.5% |
| 6M | -43.4% | +17.2% | -60.5% | -46.9% |
| YTD | -0.7% | +38.2% | -38.9% | -13.4% |
| 1Y | -4.3% | +49.3% | -53.6% | -19.3% |
| 3Y | -21.7% | +181.9% | -203.7% | -49.5% |
| 5Y | -20.7% | +106.9% | -127.6% | -44.6% |
| 10Y | +32.4% | +203.1% | -170.7% | -31.1% |
| All | -40.3% | +650.0% | -690.3% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling