+7.2%
DECK vs AVTR
+32.3%
-25.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.8% |
| 7D | +6.0% | -9.2% | +15.3% | +8.2% |
| 30D | +7.4% | -1.9% | +9.3% | +7.6% |
| 3M | -11.7% | +13.3% | -25.0% | -14.7% |
| 6M | -11.0% | +88.1% | -99.0% | -26.0% |
| YTD | -15.4% | +32.1% | -47.5% | -24.1% |
| 1Y | +7.2% | +30.7% | -23.5% | -1.3% |
| All | +7.2% | +32.3% | -25.1% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling