+101.8%
AKAM vs JD
+20.5%
+81.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | +0.6% | -2.6% | +3.2% | +0.9% |
| 30D | -8.2% | -15.4% | +7.2% | -6.1% |
| 3M | -17.6% | -5.0% | -12.5% | -17.1% |
| 6M | +2.5% | +0.9% | +1.6% | +1.9% |
| YTD | +22.8% | -2.5% | +25.3% | +22.5% |
| 1Y | +39.6% | -16.0% | +55.6% | +42.2% |
| 3Y | +2.3% | -8.5% | +10.9% | +0.2% |
| 5Y | -4.3% | -61.8% | +57.5% | +2.7% |
| All | +101.8% | +20.5% | +81.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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