+1,201.2%
JPM vs AKAM
-4.0%
+1,205.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -1.1% | -4.5% | +3.3% | -0.5% |
| 3M | +14.1% | -25.6% | +39.7% | +19.4% |
| 6M | +23.3% | +5.7% | +17.6% | +19.2% |
| YTD | +11.3% | +21.0% | -9.8% | +4.2% |
| 1Y | +23.0% | +33.9% | -10.9% | +12.7% |
| 3Y | +162.6% | +0.9% | +161.7% | +149.0% |
| 5Y | +152.8% | -6.9% | +159.6% | +141.0% |
| 10Y | +583.6% | +97.4% | +486.2% | +452.6% |
| All | +1,201.2% | -4.0% | +1,205.2% | +557.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling