+237.2%
CMCSA vs AKAM
-4.3%
+241.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.9% |
| 30D | +7.0% | -13.9% | +21.0% | +8.8% |
| 3M | +15.1% | -33.8% | +48.9% | +20.5% |
| 6M | -15.4% | +2.2% | -17.5% | -17.1% |
| YTD | -1.9% | +20.6% | -22.5% | -6.5% |
| 1Y | -12.7% | +36.3% | -49.0% | -18.3% |
| 3Y | -31.0% | -0.1% | -30.9% | -33.6% |
| 5Y | -46.1% | -7.5% | -38.6% | -47.8% |
| 10Y | +10.8% | +90.2% | -79.3% | -3.5% |
| All | +237.2% | -4.3% | +241.5% | +131.6% |
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