+453.9%
SHEL vs AKAM
+0.7%
+453.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -0.1% |
| 7D | +3.0% | +5.4% | -2.4% | +2.5% |
| 30D | +7.2% | -5.9% | +13.1% | +7.7% |
| 3M | +12.9% | -19.6% | +32.5% | +14.7% |
| 6M | +13.7% | +8.5% | +5.2% | +11.7% |
| YTD | +33.7% | +26.9% | +6.7% | +29.2% |
| 1Y | +37.9% | +41.7% | -3.8% | +31.7% |
| 3Y | +70.2% | +5.8% | +64.4% | +65.5% |
| 5Y | +192.3% | -2.3% | +194.7% | +184.3% |
| 10Y | +207.3% | +111.0% | +96.4% | +176.0% |
| All | +453.9% | +0.7% | +453.2% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling