+5.2%
AVTR vs DKS
+361.5%
-356.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.7% | +3.1% |
| 7D | +7.4% | -0.4% | +7.8% | +7.5% |
| 30D | +12.2% | -36.6% | +48.8% | +23.7% |
| 3M | +57.4% | -37.6% | +95.0% | +73.8% |
| 6M | +86.7% | -32.1% | +118.7% | +101.0% |
| YTD | +33.1% | -32.3% | +65.4% | +43.1% |
| 1Y | +16.1% | -39.5% | +55.6% | +28.6% |
| 3Y | -24.6% | +27.7% | -52.3% | -32.9% |
| 5Y | -63.5% | +15.0% | -78.5% | -68.6% |
| All | +5.2% | +361.5% | -356.3% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling