+50.1%
AKAM vs JD
+48.9%
+1.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.0% |
| 7D | -7.4% | +7.9% | -15.3% | -8.5% |
| 30D | -24.9% | +4.8% | -29.7% | -25.5% |
| 3M | -27.4% | -13.9% | -13.4% | -25.8% |
| 6M | -45.6% | -5.8% | -39.8% | -45.3% |
| YTD | -8.0% | +2.4% | -10.4% | -9.0% |
| 1Y | -4.1% | -7.5% | +3.4% | -3.7% |
| 3Y | -26.9% | +20.9% | -47.7% | -31.8% |
| 5Y | -26.6% | -58.0% | +31.5% | -22.6% |
| 10Y | +20.7% | +28.9% | -8.2% | -9.7% |
| All | +50.1% | +48.9% | +1.2% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling