-27.5%
AKAM vs CHRW
+2,893.2%
-2,920.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | -13.9% | -3.5% | -10.5% | -12.7% |
| 3M | -33.8% | -19.4% | -14.4% | -28.6% |
| 6M | +2.2% | -21.4% | +23.5% | +10.7% |
| YTD | +20.6% | -7.1% | +27.7% | +18.4% |
| 1Y | +36.3% | +17.8% | +18.5% | +18.0% |
| 3Y | -0.1% | +78.8% | -78.9% | -32.9% |
| 5Y | -7.5% | +83.5% | -91.1% | -41.5% |
| 10Y | +90.2% | +160.2% | -70.1% | -7.0% |
| All | -27.5% | +2,893.2% | -2,920.7% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling