+923.3%
DECK vs AVAV
+376.2%
+547.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.3% | +14.3% | +7.3% |
| 7D | +10.4% | -10.1% | +20.5% | +12.1% |
| 30D | +11.1% | -18.7% | +29.8% | +14.6% |
| 3M | -10.8% | -33.0% | +22.2% | -5.4% |
| 6M | -8.7% | -37.2% | +28.4% | -3.7% |
| YTD | -14.0% | -53.2% | +39.1% | -6.9% |
| 1Y | +12.0% | -69.0% | +81.0% | +30.4% |
| 3Y | -10.5% | -5.5% | -5.0% | -21.0% |
| 5Y | +28.5% | +20.1% | +8.4% | +2.6% |
| 10Y | +923.3% | +371.8% | +551.5% | +465.5% |
| All | +923.3% | +376.2% | +547.1% | +465.5% |
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