+101.1%
AKAM vs JBL
+1,558.3%
-1,457.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -1.5% |
| 7D | +1.5% | +2.4% | -0.9% | +0.9% |
| 30D | -13.0% | -13.1% | +0.1% | -10.1% |
| 3M | -19.4% | -15.6% | -3.8% | -16.4% |
| 6M | +0.3% | +24.6% | -24.3% | -4.7% |
| YTD | +22.4% | +39.6% | -17.2% | +12.6% |
| 1Y | +34.8% | +48.6% | -13.8% | +21.5% |
| 3Y | +1.9% | +197.3% | -195.3% | -24.5% |
| 5Y | -4.6% | +413.0% | -417.6% | -39.1% |
| All | +101.1% | +1,558.3% | -1,457.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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