+62.5%
SLB vs AKAM
-22.7%
+85.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.2% | -0.5% |
| 7D | -7.1% | -10.4% | +3.3% | -5.6% |
| 30D | +4.1% | -20.6% | +24.7% | +7.5% |
| 3M | -2.6% | -29.9% | +27.3% | +2.2% |
| 6M | -8.6% | -31.9% | +23.3% | -4.3% |
| YTD | +32.2% | -4.8% | +37.0% | +28.4% |
| 1Y | +40.7% | +13.8% | +26.8% | +31.3% |
| 3Y | -4.5% | -23.4% | +18.9% | -7.5% |
| All | +62.5% | -22.7% | +85.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling