-40.4%
AKAM vs STZ
+2,223.1%
-2,263.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +11.2% | 0.0% | +11.2% | +11.1% |
| 30D | -13.4% | +14.7% | -28.1% | -17.1% |
| 3M | -29.5% | +8.8% | -38.3% | -31.8% |
| 6M | -42.1% | +3.1% | -45.2% | -43.4% |
| YTD | -0.8% | +7.9% | -8.7% | -5.9% |
| 1Y | -3.9% | +14.2% | -18.1% | -10.7% |
| 3Y | -21.9% | -35.2% | +13.3% | -14.9% |
| 5Y | -22.4% | -29.6% | +7.2% | -18.2% |
| 10Y | +32.3% | +12.2% | +20.1% | +13.5% |
| All | -40.4% | +2,223.1% | -2,263.4% | -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