-27.5%
AKAM vs STT
+732.1%
-759.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -13.9% | +3.9% | -17.8% | -15.3% |
| 3M | -33.8% | +20.0% | -53.8% | -38.6% |
| 6M | +2.2% | +55.3% | -53.1% | -14.9% |
| YTD | +20.6% | +53.3% | -32.7% | +0.5% |
| 1Y | +36.3% | +74.7% | -38.4% | +7.5% |
| 3Y | -0.1% | +205.8% | -206.0% | -37.9% |
| 5Y | -7.5% | +145.0% | -152.5% | -40.0% |
| 10Y | +90.2% | +266.0% | -175.8% | -9.1% |
| All | -27.5% | +732.1% | -759.6% | -80.5% |
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