+89.6%
AKAM vs JBHT
+272.5%
-182.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.0% |
| 7D | -2.1% | +4.9% | -7.0% | -3.5% |
| 30D | -13.9% | +0.6% | -14.5% | -14.1% |
| 3M | -33.8% | -3.2% | -30.6% | -33.3% |
| 6M | +2.2% | +17.0% | -14.8% | -3.0% |
| YTD | +20.6% | +41.7% | -21.1% | +7.3% |
| 1Y | +36.3% | +90.0% | -53.7% | +9.4% |
| 3Y | -0.1% | +47.0% | -47.1% | -15.0% |
| 5Y | -7.5% | +58.3% | -65.9% | -24.9% |
| All | +89.6% | +272.5% | -182.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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