+444.1%
STM vs AKAM
+25.2%
+418.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -1.5% |
| 7D | -7.9% | -3.3% | -4.7% | -6.5% |
| 30D | -14.1% | -21.7% | +7.6% | -4.8% |
| 3M | -17.6% | -28.8% | +11.2% | -5.6% |
| 6M | -24.2% | -43.3% | +19.1% | -4.6% |
| YTD | +73.3% | -4.1% | +77.4% | +65.4% |
| 1Y | +90.1% | -3.9% | +94.0% | +80.8% |
| 3Y | +10.3% | -24.4% | +34.8% | +12.1% |
| 5Y | -5.7% | -23.8% | +18.0% | -6.1% |
| 10Y | +444.1% | +26.4% | +417.7% | +327.1% |
| All | +444.1% | +25.2% | +418.9% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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