+2.1%
AVTR vs DKS
+370.8%
-368.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.1% | -3.0% | +1.9% | -0.4% |
| 30D | +6.3% | -33.4% | +39.7% | +15.7% |
| 3M | +53.3% | -39.4% | +92.7% | +70.8% |
| 6M | +78.6% | -30.1% | +108.7% | +90.9% |
| YTD | +29.2% | -31.0% | +60.2% | +38.3% |
| 1Y | +13.8% | -40.2% | +54.0% | +26.5% |
| 3Y | -27.4% | +30.9% | -58.4% | -35.8% |
| 5Y | -65.0% | +14.0% | -79.0% | -69.8% |
| All | +2.1% | +370.8% | -368.6% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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