+158.7%
STM vs AKAM
-21.2%
+179.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +2.5% |
| 7D | +1.4% | +0.9% | +0.6% | +1.3% |
| 30D | -8.4% | -14.7% | +6.4% | -4.3% |
| 3M | -15.8% | -25.7% | +9.9% | -9.1% |
| 6M | -22.8% | -43.4% | +20.5% | -10.5% |
| YTD | +79.4% | -0.7% | +80.0% | +74.8% |
| 1Y | +97.0% | -4.3% | +101.3% | +93.8% |
| 3Y | +14.2% | -21.7% | +35.9% | +16.4% |
| 5Y | -4.5% | -20.7% | +16.3% | -3.1% |
| 10Y | +463.1% | +32.4% | +430.6% | +391.3% |
| All | +158.7% | -21.2% | +179.9% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling