+251.9%
QCOM vs AKAM
+31.6%
+220.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +13.0% | +11.2% | +1.8% | +8.5% |
| 30D | +0.2% | -13.4% | +13.5% | +5.6% |
| 3M | +9.2% | -29.5% | +38.7% | +23.7% |
| 6M | -15.0% | -42.1% | +27.1% | +2.7% |
| YTD | +5.2% | -0.8% | +6.0% | +0.3% |
| 1Y | +2.4% | -3.9% | +6.3% | -1.3% |
| 3Y | +52.0% | -21.9% | +73.8% | +53.0% |
| 5Y | +19.7% | -22.4% | +42.1% | +19.2% |
| All | +251.9% | +31.6% | +220.3% | +183.1% |
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 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