+111.0%
AKAM vs AVAV
+478.0%
-367.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.2% | +5.5% |
| 7D | +5.4% | -3.2% | +8.5% | +5.7% |
| 30D | -5.9% | -25.6% | +19.7% | -2.4% |
| 3M | -19.6% | -20.2% | +0.6% | -18.1% |
| 6M | +8.5% | -38.1% | +46.5% | +13.2% |
| YTD | +26.9% | -41.8% | +68.7% | +32.3% |
| 1Y | +41.7% | -39.0% | +80.7% | +45.7% |
| 3Y | +5.8% | +24.1% | -18.3% | -5.2% |
| 5Y | -2.3% | +53.0% | -55.4% | -18.3% |
| 10Y | +111.0% | +493.8% | -382.9% | +19.2% |
| All | +111.0% | +478.0% | -367.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling