+213.5%
SLB vs AKAM
-24.5%
+238.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.2% | -0.2% |
| 7D | -7.1% | -10.4% | +3.3% | -5.9% |
| 30D | +4.1% | -20.6% | +24.7% | +6.7% |
| 3M | -2.6% | -29.9% | +27.3% | +1.1% |
| 6M | -8.6% | -31.9% | +23.3% | -5.4% |
| YTD | +32.2% | -4.8% | +37.0% | +30.4% |
| 1Y | +40.7% | +13.8% | +26.8% | +35.6% |
| 3Y | -4.5% | -23.4% | +18.9% | -4.4% |
| 5Y | +66.4% | -22.6% | +88.9% | +65.0% |
| 10Y | -15.1% | +26.3% | -41.3% | -21.8% |
| All | +213.5% | -24.5% | +238.0% | +111.0% |
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 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