+99.8%
AKAM vs AVAV
+478.6%
-378.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.7% |
| 30D | -13.9% | -13.9% | 0.0% | -11.9% |
| 3M | -33.8% | -29.2% | -4.6% | -30.5% |
| 6M | +2.2% | -36.1% | +38.3% | +7.9% |
| YTD | +20.6% | -40.2% | +60.8% | +27.0% |
| 1Y | +36.3% | -36.2% | +72.5% | +40.2% |
| 3Y | -0.1% | +47.5% | -47.7% | -17.8% |
| 5Y | -7.5% | +39.3% | -46.8% | -26.7% |
| 10Y | +90.2% | +482.6% | -392.4% | -5.1% |
| All | +99.8% | +478.6% | -378.8% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling