+1,220.1%
JPM vs AKAM
-4.3%
+1,224.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.3% | -2.1% | +2.4% | +0.7% |
| 30D | -0.2% | -13.9% | +13.8% | +2.3% |
| 3M | +15.9% | -33.8% | +49.7% | +23.7% |
| 6M | +20.9% | +2.2% | +18.8% | +17.6% |
| YTD | +12.9% | +20.6% | -7.7% | +5.8% |
| 1Y | +20.3% | +36.3% | -16.0% | +9.8% |
| 3Y | +160.9% | -0.1% | +161.1% | +147.9% |
| 5Y | +154.8% | -7.5% | +162.4% | +143.3% |
| 10Y | +591.1% | +90.2% | +500.9% | +462.2% |
| All | +1,220.1% | -4.3% | +1,224.4% | +567.4% |
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