+2.3%
AKAM vs AVTR
-26.6%
+28.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | -8.2% | +8.1% | -16.2% | -9.3% |
| 3M | -17.6% | +54.2% | -71.8% | -24.1% |
| 6M | +2.5% | +82.6% | -80.1% | -9.3% |
| YTD | +22.8% | +29.8% | -7.1% | +16.5% |
| 1Y | +39.6% | +18.0% | +21.6% | +33.5% |
| All | +2.3% | -26.6% | +28.9% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling