+151.6%
AKAM vs STLA
+263.8%
-112.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -2.1% | +2.6% | -4.7% | -2.5% |
| 30D | -13.9% | -1.2% | -12.7% | -13.8% |
| 3M | -33.8% | -24.8% | -9.1% | -30.8% |
| 6M | +2.2% | -25.6% | +27.7% | +6.6% |
| YTD | +20.6% | -48.9% | +69.5% | +32.7% |
| 1Y | +36.3% | -38.8% | +75.1% | +44.5% |
| 3Y | -0.1% | -64.5% | +64.4% | +13.6% |
| 5Y | -7.5% | -62.4% | +54.9% | +2.2% |
| 10Y | +90.2% | +55.4% | +34.8% | +60.9% |
| All | +151.6% | +263.8% | -112.2% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling