+19,060.5%
COHR vs AKAM
-2.9%
+19,063.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | +1.5% | +6.8% | +8.0% |
| 30D | -14.1% | -13.0% | -1.1% | -11.5% |
| 3M | -16.0% | -19.4% | +3.4% | -12.4% |
| 6M | +21.5% | +0.3% | +21.2% | +20.0% |
| YTD | +65.4% | +22.4% | +43.1% | +55.5% |
| 1Y | +195.0% | +34.8% | +160.2% | +170.5% |
| 3Y | +830.2% | +1.9% | +828.2% | +797.7% |
| 5Y | +397.1% | -4.6% | +401.7% | +386.1% |
| 10Y | +1,317.7% | +103.4% | +1,214.3% | +1,080.4% |
| All | +19,060.5% | -2.9% | +19,063.4% | +12,623.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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