-12.8%
DECK vs AVAV
-5.4%
-7.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.3% | +14.3% | +6.8% |
| 7D | +10.4% | -10.1% | +20.5% | +11.4% |
| 30D | +11.1% | -18.7% | +29.8% | +13.3% |
| 3M | -10.8% | -33.0% | +22.2% | -7.4% |
| 6M | -8.7% | -37.2% | +28.4% | -5.4% |
| YTD | -14.0% | -53.2% | +39.1% | -9.8% |
| 1Y | +12.0% | -69.0% | +81.0% | +24.4% |
| All | -12.8% | -5.4% | -7.4% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling