+36.5%
AKAM vs CHYM
-24.0%
+60.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.2% | -2.6% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | -8.2% | +3.0% | -11.1% | -8.5% |
| 3M | -17.6% | +98.7% | -116.3% | -24.3% |
| 6M | +2.5% | +46.4% | -43.9% | -2.5% |
| YTD | +22.8% | +29.8% | -7.0% | +19.2% |
| 1Y | +39.6% | +40.5% | -0.9% | +29.5% |
| All | +36.5% | -24.0% | +60.5% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling