+22.5%
STM vs AKAM
-6.8%
+29.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +5.2% | -0.8% | +6.0% | +5.5% |
| 30D | -7.4% | -4.5% | -2.9% | -5.9% |
| 3M | -30.6% | -25.6% | -5.1% | -22.2% |
| 6M | +66.4% | +5.7% | +60.7% | +58.5% |
| YTD | +101.1% | +21.0% | +80.1% | +75.9% |
| 1Y | +97.4% | +33.9% | +63.5% | +62.9% |
| 3Y | +21.1% | +0.9% | +20.3% | +8.7% |
| 5Y | +22.5% | -6.9% | +29.3% | +14.7% |
| All | +22.5% | -6.8% | +29.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling