-13.1%
SLB vs AKAM
+29.8%
-42.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +3.5% | +2.8% | +0.7% | +3.0% |
| 30D | +6.5% | -6.9% | +13.4% | +7.6% |
| 3M | -0.2% | -31.8% | +31.6% | +5.9% |
| 6M | -5.7% | -47.0% | +41.3% | +4.0% |
| YTD | +36.8% | -2.1% | +39.0% | +32.3% |
| 1Y | +45.8% | -3.7% | +49.5% | +41.3% |
| 3Y | +3.4% | -23.0% | +26.4% | +1.8% |
| 5Y | +76.1% | -23.4% | +99.6% | +70.7% |
| All | -13.1% | +29.8% | -42.9% | -26.3% |
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