+2.3%
AKAM vs JAAA
+18.9%
-16.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | -8.2% | +0.4% | -8.6% | -9.8% |
| 3M | -17.6% | +1.2% | -18.8% | -21.8% |
| 6M | +2.5% | +2.7% | -0.1% | -8.2% |
| YTD | +22.8% | +3.2% | +19.6% | +7.6% |
| 1Y | +39.6% | +4.8% | +34.8% | +14.4% |
| All | +2.3% | +18.9% | -16.6% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling