+37.7%
AKAM vs AVTR
+0.6%
+37.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | -1.1% | +2.6% | +1.6% |
| 30D | -13.0% | +6.3% | -19.3% | -13.9% |
| 3M | -19.4% | +53.3% | -72.7% | -25.6% |
| 6M | +0.3% | +78.6% | -78.3% | -10.4% |
| YTD | +22.4% | +29.2% | -6.8% | +15.6% |
| 1Y | +34.8% | +13.8% | +21.0% | +29.2% |
| 3Y | +1.9% | -27.4% | +29.4% | +3.3% |
| 5Y | -4.6% | -65.0% | +60.4% | +6.1% |
| All | +37.7% | +0.6% | +37.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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