-21.3%
AKAM vs STLD
+274.1%
-295.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.5% |
| 7D | +2.8% | +2.9% | -0.1% | +2.1% |
| 30D | -6.9% | -5.6% | -1.3% | -5.6% |
| 3M | -31.8% | -11.7% | -20.1% | -29.9% |
| 6M | -47.0% | -2.8% | -44.2% | -46.9% |
| YTD | -2.1% | +36.4% | -38.6% | -10.0% |
| 1Y | -3.7% | +50.0% | -53.7% | -13.6% |
| 3Y | -23.0% | +122.3% | -145.4% | -38.0% |
| All | -21.3% | +274.1% | -295.3% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling