+36.0%
AKAM vs CHYM
-23.3%
+59.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +1.5% | -2.3% | +3.7% | +1.7% |
| 30D | -13.0% | +4.4% | -17.5% | -13.5% |
| 3M | -19.4% | +91.3% | -110.7% | -25.6% |
| 6M | +0.3% | +44.0% | -43.7% | -4.3% |
| YTD | +22.4% | +31.1% | -8.7% | +18.7% |
| 1Y | +34.8% | +37.8% | -3.0% | +25.5% |
| All | +36.0% | -23.3% | +59.3% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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