-2.3%
AKAM vs STZ
-38.0%
+35.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +5.4% | -6.0% | +11.4% | +6.4% |
| 30D | -5.9% | -8.9% | +3.0% | -4.6% |
| 3M | -19.6% | -12.6% | -7.1% | -18.1% |
| 6M | +8.5% | -17.2% | +25.7% | +10.8% |
| YTD | +26.9% | -10.0% | +37.0% | +25.0% |
| 1Y | +41.7% | -14.3% | +56.0% | +41.2% |
| 3Y | +5.8% | -49.9% | +55.7% | +22.5% |
| 5Y | -2.3% | -38.2% | +35.9% | +4.7% |
| All | -2.3% | -38.0% | +35.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling