+19.6%
STM vs AKAM
+4.6%
+15.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -2.5% |
| 7D | +1.7% | +5.4% | -3.7% | -0.3% |
| 30D | -5.2% | -5.9% | +0.7% | -3.2% |
| 3M | -29.6% | -19.6% | -10.0% | -24.3% |
| 6M | +54.4% | +8.5% | +45.9% | +48.0% |
| YTD | +99.5% | +26.9% | +72.6% | +76.2% |
| 1Y | +100.8% | +41.7% | +59.1% | +67.9% |
| All | +19.6% | +4.6% | +15.0% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling