+26.4%
AKAM vs SIMO
+395.4%
-369.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.5% |
| 7D | -3.3% | -16.0% | +12.8% | -0.6% |
| 30D | -21.7% | -35.8% | +14.0% | -16.3% |
| 3M | -28.8% | -26.5% | -2.4% | -26.0% |
| 6M | -43.3% | -33.0% | -10.3% | -41.1% |
| YTD | -4.1% | +84.3% | -88.4% | -16.5% |
| 1Y | -3.9% | +82.0% | -85.9% | -16.3% |
| 3Y | -24.4% | +218.5% | -242.9% | -41.4% |
| 5Y | -23.8% | +175.0% | -198.8% | -41.6% |
| 10Y | +26.4% | +407.5% | -381.1% | -19.0% |
| All | +26.4% | +395.4% | -369.0% | -19.0% |
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