+97.4%
AKAM vs STLD
+1,072.4%
-975.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.3% |
| 30D | -4.5% | -8.4% | +4.0% | -3.0% |
| 3M | -25.6% | -9.9% | -15.7% | -24.3% |
| 6M | +5.7% | +33.0% | -27.3% | +0.2% |
| YTD | +21.0% | +42.6% | -21.5% | +12.7% |
| 1Y | +33.9% | +80.8% | -46.9% | +19.1% |
| 3Y | +0.9% | +143.4% | -142.5% | -15.5% |
| 5Y | -6.9% | +293.4% | -300.3% | -29.0% |
| 10Y | +97.4% | +1,080.4% | -983.0% | +22.2% |
| All | +97.4% | +1,072.4% | -975.0% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling