-27.5%
AKAM vs COR
+13,385.0%
-13,412.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -2.1% | +2.8% | -4.9% | -2.8% |
| 30D | -13.9% | +4.5% | -18.5% | -15.1% |
| 3M | -33.8% | +22.7% | -56.5% | -37.6% |
| 6M | +2.2% | -9.7% | +11.9% | +3.6% |
| YTD | +20.6% | -1.4% | +22.0% | +19.1% |
| 1Y | +36.3% | +13.9% | +22.4% | +29.2% |
| 3Y | -0.1% | +94.0% | -94.1% | -19.2% |
| 5Y | -7.5% | +184.0% | -191.6% | -33.3% |
| 10Y | +90.2% | +406.8% | -316.6% | +10.2% |
| All | -27.5% | +13,385.0% | -13,412.5% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling