-40.3%
AKAM vs STZ
+2,215.3%
-2,255.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | -14.7% | +14.9% | -29.7% | -18.5% |
| 3M | -25.7% | +8.4% | -34.1% | -28.0% |
| 6M | -43.4% | +2.8% | -46.2% | -44.6% |
| YTD | -0.7% | +7.5% | -8.2% | -5.7% |
| 1Y | -4.3% | +12.5% | -16.9% | -10.7% |
| 3Y | -21.7% | -35.4% | +13.7% | -14.7% |
| 5Y | -20.7% | -29.3% | +8.6% | -16.6% |
| 10Y | +32.4% | +11.8% | +20.6% | +13.7% |
| All | -40.3% | +2,215.3% | -2,255.6% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling