-14.1%
DECK vs AVTR
-17.4%
+3.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.7% |
| 7D | +6.0% | -9.2% | +15.3% | +8.7% |
| 30D | +7.4% | -1.9% | +9.3% | +7.8% |
| 3M | -11.7% | +13.3% | -25.0% | -15.0% |
| 6M | -11.0% | +88.1% | -99.0% | -26.6% |
| YTD | -15.4% | +32.1% | -47.5% | -23.6% |
| 1Y | +7.2% | +30.7% | -23.5% | -3.0% |
| All | -14.1% | -17.4% | +3.3% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling