+213.4%
SLB vs AKAM
-23.9%
+237.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.2% | -1.5% |
| 7D | -4.3% | -3.3% | -1.0% | -4.0% |
| 30D | +1.9% | -21.7% | +23.7% | +4.7% |
| 3M | -5.7% | -28.8% | +23.1% | -2.3% |
| 6M | -5.3% | -43.3% | +38.0% | +0.5% |
| YTD | +32.2% | -4.1% | +36.2% | +30.2% |
| 1Y | +38.5% | -3.9% | +42.4% | +36.3% |
| 3Y | +1.1% | -24.4% | +25.6% | +1.4% |
| 5Y | +70.3% | -23.8% | +94.0% | +69.1% |
| 10Y | -17.3% | +26.4% | -43.7% | -23.9% |
| All | +213.4% | -23.9% | +237.3% | +110.7% |
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