+263.7%
QCOM vs AKAM
+95.9%
+167.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | +4.3% | -4.5% | +8.7% | +5.6% |
| 3M | -19.6% | -25.6% | +5.9% | -11.5% |
| 6M | +29.5% | +5.7% | +23.7% | +23.5% |
| YTD | +3.4% | +21.0% | -17.7% | -8.0% |
| 1Y | +10.9% | +33.9% | -23.0% | -5.9% |
| 3Y | +74.8% | +0.9% | +73.9% | +60.3% |
| 5Y | +36.2% | -6.9% | +43.0% | +26.9% |
| 10Y | +263.7% | +97.4% | +166.3% | +167.8% |
| All | +263.7% | +95.9% | +167.8% | +167.8% |
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