+22.9%
AKAM vs SITM
+4,789.7%
-4,766.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -0.9% |
| 7D | +1.5% | +3.9% | -2.4% | +1.1% |
| 30D | -13.0% | -6.6% | -6.4% | -12.5% |
| 3M | -19.4% | -11.9% | -7.5% | -19.1% |
| 6M | +0.3% | +81.1% | -80.8% | -7.1% |
| YTD | +22.4% | +80.0% | -57.6% | +12.6% |
| 1Y | +34.8% | +145.8% | -111.0% | +19.0% |
| 3Y | +1.9% | +475.9% | -473.9% | -20.9% |
| 5Y | -4.6% | +189.2% | -193.8% | -25.5% |
| All | +22.9% | +4,789.7% | -4,766.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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