-21.3%
AKAM vs COR
+203.9%
-225.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.5% |
| 7D | +2.8% | +7.8% | -5.1% | +2.3% |
| 30D | -6.9% | +7.0% | -13.9% | -7.2% |
| 3M | -31.8% | +16.3% | -48.1% | -32.6% |
| 6M | -47.0% | +41.3% | -88.3% | -48.8% |
| YTD | -2.1% | +7.1% | -9.3% | -2.9% |
| 1Y | -3.7% | -0.8% | -2.9% | -3.3% |
| 3Y | -23.0% | +85.0% | -108.0% | -32.5% |
| All | -21.3% | +203.9% | -225.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling