-27.1%
AVTR vs DKS
+27.5%
-54.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.6% |
| 7D | +1.6% | -2.9% | +4.5% | +2.3% |
| 30D | +8.4% | -37.7% | +46.1% | +21.4% |
| 3M | +50.2% | -38.9% | +89.1% | +68.7% |
| 6M | +82.6% | -31.1% | +113.7% | +96.2% |
| YTD | +29.8% | -31.8% | +61.7% | +39.7% |
| 1Y | +16.0% | -38.0% | +54.0% | +28.7% |
| All | -27.1% | +27.5% | -54.6% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling