+225.3%
CMCSA vs AKAM
-22.4%
+247.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +3.2% | +2.8% | +0.4% | +2.8% |
| 30D | +19.5% | -6.9% | +26.4% | +20.2% |
| 3M | -2.4% | -31.8% | +29.4% | +1.5% |
| 6M | +3.8% | -47.0% | +50.8% | +10.9% |
| YTD | -5.4% | -2.1% | -3.3% | -8.1% |
| 1Y | +1.1% | -3.7% | +4.8% | -1.6% |
| 3Y | -27.1% | -23.0% | -4.1% | -28.0% |
| 5Y | -40.3% | -23.4% | -16.9% | -41.2% |
| 10Y | +6.0% | +30.5% | -24.5% | -3.9% |
| All | +225.3% | -22.4% | +247.6% | +127.6% |
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