+0.9%
AKAM vs CHRW
+86.2%
-85.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.0% |
| 30D | -4.5% | +0.9% | -5.4% | -4.6% |
| 3M | -25.6% | -19.9% | -5.7% | -24.3% |
| 6M | +5.7% | -15.8% | +21.5% | +6.6% |
| YTD | +21.0% | -5.6% | +26.6% | +18.7% |
| 1Y | +33.9% | +21.0% | +12.8% | +26.2% |
| 3Y | +0.9% | +86.0% | -85.1% | -9.4% |
| All | +0.9% | +86.2% | -85.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling