+235.2%
CMCSA vs AKAM
-4.0%
+239.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +3.8% | -4.5% | +8.3% | +4.2% |
| 3M | +12.3% | -25.6% | +37.9% | +16.0% |
| 6M | -15.4% | +5.7% | -21.1% | -17.5% |
| YTD | -2.5% | +21.0% | -23.5% | -7.1% |
| 1Y | -13.4% | +33.9% | -47.3% | -18.7% |
| 3Y | -30.4% | +0.9% | -31.2% | -33.0% |
| 5Y | -45.0% | -6.9% | -38.2% | -46.8% |
| 10Y | +10.2% | +97.4% | -87.2% | -4.5% |
| All | +235.2% | -4.0% | +239.2% | +130.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling