-7.2%
AKAM vs SIMO
+274.0%
-281.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -2.5% |
| 7D | -2.1% | +4.2% | -6.3% | -2.8% |
| 30D | -13.9% | +4.1% | -18.0% | -14.8% |
| 3M | -33.8% | -12.9% | -20.9% | -33.5% |
| 6M | +2.2% | +110.3% | -108.2% | -9.1% |
| YTD | +20.6% | +178.6% | -158.0% | +2.4% |
| 1Y | +36.3% | +220.0% | -183.7% | +13.2% |
| 3Y | -0.1% | +409.0% | -409.2% | -23.4% |
| All | -7.2% | +274.0% | -281.2% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling