+30.5%
AKAM vs STZ
+13.4%
+17.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +2.8% | +2.6% | +0.2% | +2.3% |
| 30D | -6.9% | +15.2% | -22.1% | -9.4% |
| 3M | -31.8% | +7.6% | -39.5% | -33.0% |
| 6M | -47.0% | +5.3% | -52.3% | -47.8% |
| YTD | -2.1% | +8.6% | -10.8% | -5.9% |
| 1Y | -3.7% | +15.6% | -19.3% | -9.0% |
| 3Y | -23.0% | -35.2% | +12.1% | -17.2% |
| 5Y | -23.4% | -29.1% | +5.7% | -19.7% |
| All | +30.5% | +13.4% | +17.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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