-23.4%
AKAM vs STLD
+105.6%
-129.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.3% | +6.6% |
| 7D | -10.4% | -11.1% | +0.7% | -7.3% |
| 30D | -20.6% | -4.8% | -15.8% | -19.4% |
| 3M | -29.9% | -14.6% | -15.4% | -26.9% |
| 6M | -31.9% | -7.4% | -24.5% | -30.7% |
| YTD | -4.8% | +32.6% | -37.3% | -12.8% |
| 1Y | +13.8% | +47.3% | -33.5% | +0.6% |
| 3Y | -23.4% | +107.5% | -130.9% | -38.4% |
| All | -23.4% | +105.6% | -129.0% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling