+909.7%
QCOM vs AKAM
-27.0%
+936.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.0% | +4.4% |
| 7D | +5.8% | -7.4% | +13.2% | +7.7% |
| 30D | -2.3% | -24.9% | +22.6% | +4.4% |
| 3M | +2.7% | -27.4% | +30.1% | +10.3% |
| 6M | -21.0% | -45.6% | +24.6% | -9.6% |
| YTD | +1.8% | -8.0% | +9.8% | +1.4% |
| 1Y | +2.4% | -4.1% | +6.5% | +1.0% |
| 3Y | +52.1% | -26.9% | +79.0% | +57.0% |
| 5Y | +14.6% | -26.6% | +41.2% | +18.1% |
| 10Y | +230.9% | +20.7% | +210.2% | +198.5% |
| All | +909.7% | -27.0% | +936.7% | +597.7% |
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