+741.1%
DECK vs AVAV
+479.1%
+262.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | -2.2% | -2.2% | 0.0% | -1.9% |
| 30D | -13.6% | -13.9% | +0.3% | -11.6% |
| 3M | -21.2% | -29.2% | +8.0% | -17.6% |
| 6M | -21.1% | -36.1% | +15.0% | -16.7% |
| YTD | -17.2% | -40.2% | +23.0% | -13.5% |
| 1Y | -30.7% | -36.2% | +5.5% | -29.6% |
| 3Y | -3.4% | +47.5% | -50.9% | -21.6% |
| 5Y | +25.5% | +39.3% | -13.7% | -1.7% |
| All | +741.1% | +479.1% | +262.1% | +342.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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