+301.4%
AKAM vs CHTR
+301.6%
-0.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -4.3% |
| 7D | +0.6% | -7.1% | +7.7% | +2.0% |
| 30D | -8.2% | -10.9% | +2.7% | -6.5% |
| 3M | -17.6% | +2.0% | -19.6% | -19.1% |
| 6M | +2.5% | -35.9% | +38.4% | +10.3% |
| YTD | +22.8% | -32.7% | +55.5% | +29.7% |
| 1Y | +39.6% | -46.6% | +86.1% | +56.2% |
| 3Y | +2.3% | -66.7% | +69.1% | +25.2% |
| 5Y | -4.3% | -82.1% | +77.9% | +37.5% |
| 10Y | +104.1% | -46.8% | +150.8% | +102.0% |
| All | +301.4% | +301.6% | -0.2% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling