+261.2%
JCI vs AKAM
-4.3%
+265.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +3.8% | -2.1% | +5.9% | +4.2% |
| 30D | -5.7% | -13.9% | +8.3% | -3.5% |
| 3M | -1.4% | -33.8% | +32.4% | +4.9% |
| 6M | +4.1% | +2.2% | +2.0% | +2.0% |
| YTD | +21.7% | +20.6% | +1.1% | +15.2% |
| 1Y | +36.1% | +36.3% | -0.2% | +25.9% |
| 3Y | +154.4% | -0.1% | +154.6% | +144.2% |
| 5Y | +112.0% | -7.5% | +119.6% | +105.4% |
| 10Y | +322.2% | +90.2% | +232.1% | +254.8% |
| All | +261.2% | -4.3% | +265.6% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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