-27.3%
AKAM vs CAH
+1,771.4%
-1,798.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.3% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -4.5% | +1.7% | -6.2% | -5.2% |
| 3M | -25.6% | +17.9% | -43.4% | -29.9% |
| 6M | +5.7% | +10.9% | -5.2% | +1.1% |
| YTD | +21.0% | +17.9% | +3.2% | +12.7% |
| 1Y | +33.9% | +61.7% | -27.8% | +11.2% |
| 3Y | +0.9% | +183.7% | -182.9% | -32.4% |
| 5Y | -6.9% | +401.3% | -408.2% | -50.0% |
| 10Y | +97.4% | +293.7% | -196.3% | +5.6% |
| All | -27.3% | +1,771.4% | -1,798.7% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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