+19.4%
AKAM vs STLD
+59.7%
-40.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.2% |
| 7D | -12.4% | -3.9% | -8.5% | -11.8% |
| 30D | -20.4% | -0.4% | -20.0% | -20.4% |
| 3M | -30.3% | -9.2% | -21.1% | -29.3% |
| 6M | -18.8% | +5.0% | -23.7% | -18.0% |
| YTD | -1.5% | +42.8% | -44.3% | -0.6% |
| 1Y | +19.4% | +60.1% | -40.7% | +24.1% |
| All | +19.4% | +59.7% | -40.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling