+3,022.5%
AKAM vs JHX
+2,243.5%
+779.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +1.5% | -6.3% | +7.8% | +3.1% |
| 30D | -13.0% | -7.7% | -5.3% | -11.4% |
| 3M | -19.4% | +19.2% | -38.6% | -23.4% |
| 6M | +0.3% | +38.3% | -38.0% | -8.8% |
| YTD | +22.4% | +37.2% | -14.8% | +11.0% |
| 1Y | +34.8% | +42.3% | -7.4% | +20.4% |
| 3Y | +1.9% | -4.4% | +6.3% | -5.8% |
| 5Y | -4.6% | -26.4% | +21.8% | -8.3% |
| 10Y | +103.4% | +106.3% | -2.8% | +36.6% |
| All | +3,022.5% | +2,243.5% | +779.0% | +1,189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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