+30.5%
AKAM vs JD
+31.5%
-1.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.6% |
| 7D | +2.8% | -4.1% | +6.9% | +3.4% |
| 30D | -6.9% | +4.6% | -11.5% | -7.6% |
| 3M | -31.8% | -4.7% | -27.1% | -31.5% |
| 6M | -47.0% | -17.4% | -29.6% | -45.7% |
| YTD | -2.1% | +0.7% | -2.8% | -2.9% |
| 1Y | -3.7% | -5.9% | +2.2% | -3.5% |
| 3Y | -23.0% | +18.9% | -41.9% | -27.5% |
| 5Y | -23.4% | -62.9% | +39.5% | -16.9% |
| All | +30.5% | +31.5% | -1.0% | -1.5% |
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