+13.5%
STM vs AKAM
-27.3%
+40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.4% | +10.1% | +8.0% |
| 7D | -5.6% | -7.4% | +1.8% | -2.8% |
| 30D | -14.4% | -24.9% | +10.5% | -5.2% |
| 3M | -20.5% | -27.4% | +6.9% | -11.5% |
| 6M | -24.5% | -45.6% | +21.1% | -7.0% |
| YTD | +72.7% | -8.0% | +80.7% | +70.9% |
| 1Y | +91.0% | -4.1% | +95.1% | +85.4% |
| 3Y | +13.5% | -26.9% | +40.4% | +0.9% |
| All | +13.5% | -27.3% | +40.9% | +0.9% |
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