+96.7%
AKAM vs JD
+48.3%
+48.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -13.9% | -13.2% | -0.8% | -12.1% |
| 3M | -33.8% | -3.2% | -30.6% | -33.6% |
| 6M | +2.2% | +15.2% | -13.1% | -0.6% |
| YTD | +20.6% | +2.0% | +18.6% | +19.5% |
| 1Y | +36.3% | -5.4% | +41.7% | +36.4% |
| 3Y | -0.1% | -9.1% | +9.0% | -2.4% |
| 5Y | -7.5% | -59.6% | +52.1% | -2.0% |
| 10Y | +90.2% | +26.2% | +63.9% | +42.9% |
| All | +96.7% | +48.3% | +48.5% | +44.2% |
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