+269.1%
DECK vs AVTR
+2.9%
+266.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.4% |
| 7D | +6.0% | -9.2% | +15.3% | +9.7% |
| 30D | +7.4% | -1.9% | +9.3% | +7.9% |
| 3M | -11.7% | +13.3% | -25.0% | -16.1% |
| 6M | -11.0% | +88.1% | -99.0% | -30.8% |
| YTD | -15.4% | +32.1% | -47.5% | -25.8% |
| 1Y | +7.2% | +30.7% | -23.5% | -5.8% |
| 3Y | -11.8% | -17.6% | +5.7% | -13.6% |
| 5Y | +24.3% | -60.3% | +84.7% | +63.3% |
| All | +269.1% | +2.9% | +266.3% | +171.4% |
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