+35.7%
AKAM vs AVTR
+1.7%
+34.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -2.1% | +2.7% | -4.8% | -2.5% |
| 30D | -13.9% | +12.1% | -26.0% | -15.5% |
| 3M | -33.8% | +57.2% | -91.1% | -39.2% |
| 6M | +2.2% | +73.1% | -70.9% | -8.2% |
| YTD | +20.6% | +30.6% | -10.0% | +13.8% |
| 1Y | +36.3% | +13.5% | +22.8% | +30.8% |
| 3Y | -0.1% | -31.0% | +30.9% | +2.1% |
| 5Y | -7.5% | -63.2% | +55.7% | +2.2% |
| All | +35.7% | +1.7% | +34.0% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling