-2.6%
SLB vs AKAM
+108.8%
-111.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.9% |
| 7D | -1.9% | +5.4% | -7.2% | -2.8% |
| 30D | +7.8% | -5.9% | +13.7% | +8.7% |
| 3M | +2.7% | -19.6% | +22.3% | +6.0% |
| 6M | +22.2% | +8.5% | +13.7% | +18.1% |
| YTD | +51.1% | +26.9% | +24.2% | +40.7% |
| 1Y | +63.3% | +41.7% | +21.6% | +48.2% |
| 3Y | +2.4% | +5.8% | -3.4% | -3.9% |
| 5Y | +139.3% | -2.3% | +141.7% | +124.0% |
| 10Y | -2.6% | +111.0% | -113.6% | -23.2% |
| All | -2.6% | +108.8% | -111.4% | -23.2% |
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