-23.0%
AKAM vs JBHT
+38.8%
-61.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.9% |
| 7D | +2.8% | +7.0% | -4.3% | +1.0% |
| 30D | -6.9% | +0.5% | -7.4% | -7.0% |
| 3M | -31.8% | -17.4% | -14.5% | -28.9% |
| 6M | -47.0% | -1.7% | -45.3% | -47.1% |
| YTD | -2.1% | +20.7% | -22.9% | -8.2% |
| 1Y | -3.7% | +41.1% | -44.8% | -13.7% |
| 3Y | -23.0% | +38.0% | -61.0% | -33.2% |
| All | -23.0% | +38.8% | -61.9% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling