+504.0%
STX vs AKAM
-21.2%
+525.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.5% | +6.4% | +8.8% |
| 7D | -1.0% | +0.9% | -1.8% | -1.0% |
| 30D | -26.8% | -14.7% | -12.0% | -22.5% |
| 3M | -32.7% | -25.7% | -7.0% | -25.8% |
| 6M | -33.7% | -43.4% | +9.6% | -21.0% |
| YTD | +101.0% | -0.7% | +101.6% | +93.7% |
| 1Y | +92.7% | -4.3% | +97.0% | +87.9% |
| 3Y | +708.7% | -21.7% | +730.5% | +718.1% |
| 5Y | +504.0% | -20.7% | +524.7% | +492.6% |
| All | +504.0% | -21.2% | +525.2% | +492.6% |
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 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