+57.8%
AKAM vs AVAV
+351.0%
-293.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.5% | -3.7% | +4.9% |
| 7D | -10.4% | -10.6% | +0.2% | -8.6% |
| 30D | -20.6% | -18.8% | -1.8% | -17.5% |
| 3M | -29.9% | -34.1% | +4.2% | -24.8% |
| 6M | -31.9% | -35.3% | +3.4% | -27.9% |
| YTD | -4.8% | -53.4% | +48.6% | +4.7% |
| 1Y | +13.8% | -65.6% | +79.5% | +31.7% |
| 3Y | -23.4% | -5.1% | -18.3% | -31.1% |
| 5Y | -22.6% | +18.5% | -41.1% | -37.0% |
| 10Y | +26.3% | +369.8% | -343.6% | -34.8% |
| All | +57.8% | +351.0% | -293.3% | -31.6% |
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