+20.7%
AKAM vs STLD
+779.4%
-758.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.8% |
| 7D | -7.4% | -9.7% | +2.3% | -5.6% |
| 30D | -24.9% | -4.5% | -20.4% | -24.3% |
| 3M | -27.4% | -13.1% | -14.3% | -25.6% |
| 6M | -45.6% | -2.8% | -42.9% | -45.5% |
| YTD | -8.0% | +35.3% | -43.3% | -13.5% |
| 1Y | -4.1% | +51.4% | -55.5% | -11.8% |
| 3Y | -26.9% | +117.9% | -144.8% | -37.5% |
| 5Y | -26.6% | +272.6% | -299.1% | -43.2% |
| 10Y | +20.7% | +782.2% | -761.5% | -14.7% |
| All | +20.7% | +779.4% | -758.7% | -14.7% |
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