-23.0%
AKAM vs AVTR
-16.2%
-6.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -6.9% | -1.0% | -5.9% | -6.7% |
| 3M | -31.8% | +12.2% | -44.0% | -33.1% |
| 6M | -47.0% | +97.5% | -144.5% | -53.7% |
| YTD | -2.1% | +35.6% | -37.7% | -7.8% |
| 1Y | -3.7% | +32.8% | -36.5% | -9.0% |
| 3Y | -23.0% | -16.5% | -6.6% | -21.0% |
| All | -23.0% | -16.2% | -6.9% | -21.0% |
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