+264.8%
DECK vs AVTR
+5.1%
+259.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.0% |
| 7D | +5.8% | -3.6% | +9.4% | +7.1% |
| 30D | +7.9% | +0.8% | +7.1% | +7.3% |
| 3M | -11.4% | +17.4% | -28.8% | -16.9% |
| 6M | -16.6% | +83.5% | -100.1% | -34.6% |
| YTD | -16.4% | +35.0% | -51.4% | -27.2% |
| 1Y | +8.6% | +36.7% | -28.0% | -6.2% |
| 3Y | -15.1% | -15.3% | +0.2% | -17.7% |
| 5Y | +22.9% | -59.5% | +82.4% | +60.1% |
| All | +264.8% | +5.1% | +259.7% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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