+30.5%
AKAM vs CHRW
+128.6%
-98.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.8% | +7.3% | -4.5% | +1.2% |
| 30D | -6.9% | -3.6% | -3.3% | -6.3% |
| 3M | -31.8% | -9.6% | -22.3% | -30.6% |
| 6M | -47.0% | -17.0% | -30.0% | -45.6% |
| YTD | -2.1% | -15.4% | +13.3% | -1.9% |
| 1Y | -3.7% | -10.0% | +6.3% | -5.1% |
| 3Y | -23.0% | +82.2% | -105.2% | -39.9% |
| 5Y | -23.4% | +59.4% | -82.8% | -39.2% |
| All | +30.5% | +128.6% | -98.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling