+2.3%
AKAM vs JBL
+181.3%
-179.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.7% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -8.2% | -15.1% | +6.9% | -4.8% |
| 3M | -17.6% | -14.0% | -3.5% | -15.2% |
| 6M | +2.5% | +20.6% | -18.1% | 0.0% |
| YTD | +22.8% | +32.9% | -10.1% | +17.0% |
| 1Y | +39.6% | +40.5% | -0.9% | +31.0% |
| All | +2.3% | +181.3% | -179.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling