-2.4%
AKAM vs JAAA
+29.4%
-31.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | -13.0% | +0.5% | -13.6% | -13.9% |
| 3M | -19.4% | +1.3% | -20.6% | -21.2% |
| 6M | +0.3% | +2.8% | -2.5% | -4.5% |
| YTD | +22.4% | +3.3% | +19.1% | +15.6% |
| 1Y | +34.8% | +4.9% | +29.9% | +23.9% |
| 3Y | +1.9% | +19.0% | -17.0% | -16.6% |
| 5Y | -4.6% | +26.9% | -31.5% | -27.9% |
| All | -2.4% | +29.4% | -31.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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