+162.3%
JPM vs AKAM
+4.6%
+157.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.5% | -0.1% |
| 7D | -0.4% | +5.4% | -5.8% | -0.9% |
| 30D | -1.4% | -5.9% | +4.5% | -0.9% |
| 3M | +13.9% | -19.6% | +33.6% | +16.1% |
| 6M | +23.5% | +8.5% | +15.1% | +19.9% |
| YTD | +11.6% | +26.9% | -15.3% | +4.5% |
| 1Y | +21.4% | +41.7% | -20.3% | +10.8% |
| All | +162.3% | +4.6% | +157.7% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling