-23.5%
AKAM vs JBHT
+17.1%
-40.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.9% |
| 7D | -10.4% | -1.6% | -8.8% | -10.0% |
| 30D | -20.6% | -2.3% | -18.3% | -20.1% |
| 3M | -29.9% | -18.5% | -11.5% | -26.3% |
| 6M | -31.9% | -11.3% | -20.6% | -30.2% |
| YTD | -4.8% | +12.6% | -17.3% | -9.3% |
| 1Y | +13.8% | +29.8% | -15.9% | +3.9% |
| 3Y | -23.4% | +28.1% | -51.5% | -32.1% |
| All | -23.5% | +17.1% | -40.6% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling