+19.4%
AKAM vs CHTR
-46.1%
+65.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | +0.1% |
| 7D | -12.4% | +14.1% | -26.5% | -10.8% |
| 30D | -20.4% | +11.6% | -32.0% | -19.1% |
| 3M | -30.3% | -21.4% | -8.9% | -31.2% |
| 6M | -18.8% | -27.3% | +8.5% | -19.2% |
| YTD | -1.5% | -42.4% | +40.9% | +1.0% |
| 1Y | +19.4% | -45.6% | +65.0% | +26.0% |
| All | +19.4% | -46.1% | +65.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling