+30.5%
AKAM vs SIMO
+394.4%
-363.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.4% |
| 7D | +2.8% | +4.1% | -1.3% | +2.0% |
| 30D | -6.9% | -24.0% | +17.1% | -3.1% |
| 3M | -31.8% | -31.8% | -0.1% | -28.3% |
| 6M | -47.0% | -36.9% | -10.1% | -44.5% |
| YTD | -2.1% | +84.8% | -86.9% | -14.9% |
| 1Y | -3.7% | +99.0% | -102.7% | -17.4% |
| 3Y | -23.0% | +217.9% | -241.0% | -40.3% |
| 5Y | -23.4% | +171.5% | -194.9% | -41.3% |
| All | +30.5% | +394.4% | -363.9% | -15.8% |
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