-27.5%
AKAM vs CHD
+3,049.2%
-3,076.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -13.9% | -4.6% | -9.3% | -12.7% |
| 3M | -33.8% | +5.0% | -38.8% | -35.3% |
| 6M | +2.2% | -3.2% | +5.4% | +2.4% |
| YTD | +20.6% | +18.6% | +2.0% | +12.3% |
| 1Y | +36.3% | +4.8% | +31.5% | +32.2% |
| 3Y | -0.1% | +6.1% | -6.3% | -5.2% |
| 5Y | -7.5% | +24.0% | -31.5% | -18.4% |
| 10Y | +90.2% | +124.5% | -34.3% | +31.0% |
| All | -27.5% | +3,049.2% | -3,076.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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