+61.9%
AKAM vs JD
+44.3%
+17.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +11.2% | -4.0% | +15.2% | +11.9% |
| 30D | -13.4% | +2.7% | -16.0% | -13.8% |
| 3M | -29.5% | -13.0% | -16.5% | -28.1% |
| 6M | -42.1% | -12.7% | -29.4% | -41.1% |
| YTD | -0.8% | -0.8% | 0.0% | -1.4% |
| 1Y | -3.9% | -8.9% | +5.0% | -3.3% |
| 3Y | -21.9% | +17.0% | -38.9% | -26.8% |
| 5Y | -22.4% | -63.5% | +41.1% | -15.8% |
| 10Y | +32.3% | +30.5% | +1.7% | -1.5% |
| All | +61.9% | +44.3% | +17.6% | +19.0% |
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