+101.1%
AKAM vs CHRW
+183.1%
-82.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | +3.5% | -2.0% | +0.7% |
| 30D | -13.0% | +4.6% | -17.6% | -13.9% |
| 3M | -19.4% | -19.7% | +0.3% | -16.1% |
| 6M | +0.3% | -12.4% | +12.7% | +2.0% |
| YTD | +22.4% | -3.9% | +26.3% | +19.8% |
| 1Y | +34.8% | +18.4% | +16.4% | +24.2% |
| 3Y | +1.9% | +88.8% | -86.9% | -19.4% |
| 5Y | -4.6% | +93.5% | -98.1% | -27.2% |
| All | +101.1% | +183.1% | -82.0% | +54.0% |
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