+3,476.8%
STX vs AKAM
+104.5%
+3,372.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.5% |
| 7D | +8.0% | +0.6% | +7.4% | +7.6% |
| 30D | +5.1% | -8.2% | +13.3% | +8.6% |
| 3M | +5.8% | -17.6% | +23.3% | +13.0% |
| 6M | +124.9% | +2.5% | +122.4% | +116.4% |
| YTD | +213.9% | +22.8% | +191.1% | +179.0% |
| 1Y | +350.4% | +39.6% | +310.8% | +277.2% |
| 3Y | +1,314.2% | +2.3% | +1,311.9% | +1,184.5% |
| 5Y | +1,092.8% | -4.3% | +1,097.1% | +996.9% |
| All | +3,476.8% | +104.5% | +3,372.3% | +2,241.4% |
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