-3.5%
AKAM vs JAAA
+29.3%
-32.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -4.5% | +0.5% | -4.9% | -5.2% |
| 3M | -25.6% | +1.2% | -26.8% | -27.2% |
| 6M | +5.7% | +2.8% | +2.9% | +0.5% |
| YTD | +21.0% | +3.2% | +17.9% | +14.4% |
| 1Y | +33.9% | +4.8% | +29.0% | +23.2% |
| 3Y | +0.9% | +19.0% | -18.1% | -17.4% |
| 5Y | -6.9% | +26.8% | -33.7% | -29.5% |
| All | -3.5% | +29.3% | -32.7% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling