-27.5%
AKAM vs STRL
+45,687.3%
-45,714.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.8% |
| 7D | -2.1% | +3.4% | -5.5% | -2.5% |
| 30D | -13.9% | -9.2% | -4.7% | -13.1% |
| 3M | -33.8% | -51.0% | +17.2% | -29.2% |
| 6M | +2.2% | +15.8% | -13.6% | -0.9% |
| YTD | +20.6% | +58.9% | -38.3% | +13.1% |
| 1Y | +36.3% | +68.5% | -32.2% | +26.1% |
| 3Y | -0.1% | +485.2% | -485.3% | -20.6% |
| 5Y | -7.5% | +2,005.1% | -2,012.6% | -36.0% |
| 10Y | +90.2% | +7,118.0% | -7,027.8% | +11.1% |
| All | -27.5% | +45,687.3% | -45,714.8% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling