-23.0%
AKAM vs STLA
-77.1%
+54.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +2.8% | -13.8% | +16.5% | +5.4% |
| 30D | -6.9% | -10.5% | +3.7% | -5.3% |
| 3M | -31.8% | -28.9% | -3.0% | -27.9% |
| 6M | -47.0% | -49.7% | +2.7% | -40.3% |
| YTD | -2.1% | -64.9% | +62.8% | +17.0% |
| 1Y | -3.7% | -64.0% | +60.3% | +13.9% |
| 3Y | -23.0% | -77.4% | +54.4% | -8.3% |
| All | -23.0% | -77.1% | +54.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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