+27.5%
AKAM vs SITM
+4,437.5%
-4,410.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.0% |
| 7D | +5.4% | +3.7% | +1.7% | +4.9% |
| 30D | -5.9% | -14.5% | +8.6% | -4.4% |
| 3M | -19.6% | -10.6% | -9.1% | -19.5% |
| 6M | +8.5% | +65.5% | -57.1% | +1.4% |
| YTD | +26.9% | +67.0% | -40.1% | +17.8% |
| 1Y | +41.7% | +138.6% | -96.9% | +25.5% |
| 3Y | +5.8% | +421.8% | -416.0% | -17.0% |
| 5Y | -2.3% | +172.4% | -174.8% | -23.2% |
| All | +27.5% | +4,437.5% | -4,410.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling