+101.8%
AKAM vs STRL
+6,846.4%
-6,744.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.0% |
| 7D | +0.6% | +5.4% | -4.8% | -0.1% |
| 30D | -8.2% | -9.0% | +0.8% | -7.1% |
| 3M | -17.6% | -37.1% | +19.5% | -13.3% |
| 6M | +2.5% | +17.8% | -15.3% | -1.0% |
| YTD | +22.8% | +58.3% | -35.5% | +14.3% |
| 1Y | +39.6% | +61.0% | -21.4% | +28.5% |
| 3Y | +2.3% | +517.8% | -515.5% | -22.6% |
| 5Y | -4.3% | +2,119.0% | -2,123.3% | -39.0% |
| All | +101.8% | +6,846.4% | -6,744.6% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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