+32.5%
AKAM vs STZ
+12.2%
+20.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -14.7% | +14.9% | -29.7% | -17.0% |
| 3M | -25.7% | +8.4% | -34.1% | -27.1% |
| 6M | -43.4% | +2.8% | -46.2% | -44.0% |
| YTD | -0.7% | +7.5% | -8.2% | -4.3% |
| 1Y | -4.3% | +12.5% | -16.9% | -9.1% |
| 3Y | -21.7% | -35.4% | +13.7% | -15.8% |
| 5Y | -20.7% | -29.3% | +8.6% | -16.8% |
| All | +32.5% | +12.2% | +20.2% | +25.7% |
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