+101.1%
AKAM vs CHTR
-44.7%
+145.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.0% |
| 7D | +1.5% | -4.1% | +5.6% | +2.0% |
| 30D | -13.0% | -3.0% | -10.1% | -13.0% |
| 3M | -19.4% | +4.8% | -24.1% | -20.9% |
| 6M | +0.3% | -35.0% | +35.3% | +7.0% |
| YTD | +22.4% | -30.2% | +52.6% | +27.7% |
| 1Y | +34.8% | -44.8% | +79.6% | +48.4% |
| 3Y | +1.9% | -66.6% | +68.5% | +23.1% |
| 5Y | -4.6% | -81.5% | +76.9% | +33.5% |
| All | +101.1% | -44.7% | +145.9% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling