-42.8%
AKAM vs STLD
+10,219.7%
-10,262.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.3% | +6.6% |
| 7D | -10.4% | -11.1% | +0.7% | -6.5% |
| 30D | -20.6% | -4.8% | -15.8% | -19.2% |
| 3M | -29.9% | -14.6% | -15.4% | -26.2% |
| 6M | -31.9% | -7.4% | -24.5% | -30.6% |
| YTD | -4.8% | +32.6% | -37.3% | -15.6% |
| 1Y | +13.8% | +47.3% | -33.5% | -3.0% |
| 3Y | -23.4% | +107.5% | -130.9% | -44.0% |
| 5Y | -22.6% | +268.8% | -291.4% | -56.9% |
| 10Y | +26.3% | +883.3% | -857.1% | -59.7% |
| All | -42.8% | +10,219.7% | -10,262.5% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling