+101.8%
AKAM vs COR
+405.5%
-303.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.5% |
| 30D | -8.2% | -3.7% | -4.5% | -7.7% |
| 3M | -17.6% | +14.3% | -31.9% | -19.9% |
| 6M | +2.5% | -8.5% | +11.0% | +3.5% |
| YTD | +22.8% | -4.4% | +27.2% | +22.5% |
| 1Y | +39.6% | +9.1% | +30.4% | +35.1% |
| 3Y | +2.3% | +85.2% | -82.9% | -13.1% |
| 5Y | -4.3% | +180.7% | -184.9% | -26.8% |
| All | +101.8% | +405.5% | -303.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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