+152.5%
JPM vs AKAM
-5.1%
+157.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.7% | +1.5% | -2.2% | -0.9% |
| 30D | -2.5% | -13.0% | +10.6% | -0.7% |
| 3M | +14.1% | -19.4% | +33.5% | +17.1% |
| 6M | +25.1% | +0.3% | +24.8% | +21.8% |
| YTD | +12.1% | +22.4% | -10.3% | +3.6% |
| 1Y | +18.8% | +34.8% | -16.0% | +7.0% |
| 3Y | +163.4% | +1.9% | +161.5% | +145.1% |
| All | +152.5% | -5.1% | +157.7% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling