+2.3%
AKAM vs SITM
+423.6%
-421.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.5% |
| 7D | +0.6% | +4.8% | -4.2% | -0.1% |
| 30D | -8.2% | -9.7% | +1.5% | -7.1% |
| 3M | -17.6% | -9.3% | -8.2% | -17.6% |
| 6M | +2.5% | +69.5% | -67.0% | -5.5% |
| YTD | +22.8% | +70.5% | -47.7% | +12.0% |
| 1Y | +39.6% | +145.3% | -105.7% | +19.5% |
| All | +2.3% | +423.6% | -421.3% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling