+210.0%
SHEL vs AKAM
+103.9%
+106.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +4.1% | +1.5% | +2.6% | +3.9% |
| 30D | +8.4% | -13.0% | +21.4% | +9.9% |
| 3M | +13.7% | -19.4% | +33.1% | +16.0% |
| 6M | +12.7% | +0.3% | +12.4% | +10.8% |
| YTD | +35.3% | +22.4% | +12.9% | +28.8% |
| 1Y | +39.4% | +34.8% | +4.5% | +30.5% |
| 3Y | +71.5% | +1.9% | +69.5% | +64.0% |
| 5Y | +195.0% | -4.6% | +199.6% | +181.4% |
| All | +210.0% | +103.9% | +106.1% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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