+6.1%
CMCSA vs AKAM
+103.9%
-97.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | +1.5% | -6.4% | -5.2% |
| 30D | -1.1% | -13.0% | +12.0% | +1.1% |
| 3M | +6.6% | -19.4% | +25.9% | +9.9% |
| 6M | -15.5% | +0.3% | -15.8% | -18.5% |
| YTD | -6.7% | +22.4% | -29.1% | -15.0% |
| 1Y | -15.6% | +34.8% | -50.4% | -25.3% |
| 3Y | -33.7% | +1.9% | -35.6% | -38.9% |
| 5Y | -46.6% | -4.6% | -42.0% | -50.8% |
| All | +6.1% | +103.9% | -97.8% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling