+2.5%
SLB vs AKAM
+1.6%
+1.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +13.6% | -4.5% | +18.0% | +14.3% |
| 3M | +1.5% | -25.6% | +27.1% | +6.2% |
| 6M | +23.0% | +5.7% | +17.3% | +19.0% |
| YTD | +51.2% | +21.0% | +30.2% | +40.1% |
| 1Y | +63.5% | +33.9% | +29.6% | +46.8% |
| 3Y | +2.5% | +0.9% | +1.6% | -8.0% |
| All | +2.5% | +1.6% | +1.0% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling