+111.0%
AKAM vs SIMO
+548.4%
-437.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.5% |
| 7D | +5.4% | +14.5% | -9.1% | +3.1% |
| 30D | -5.9% | +20.4% | -26.3% | -8.7% |
| 3M | -19.6% | +7.1% | -26.8% | -21.7% |
| 6M | +8.5% | +129.2% | -120.8% | -7.0% |
| YTD | +26.9% | +201.9% | -175.0% | +3.3% |
| 1Y | +41.7% | +235.5% | -193.8% | +12.9% |
| 3Y | +5.8% | +463.8% | -458.0% | -23.9% |
| 5Y | -2.3% | +306.7% | -309.0% | -28.5% |
| 10Y | +111.0% | +579.5% | -468.5% | +30.9% |
| All | +111.0% | +548.4% | -437.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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