+274.9%
DECK vs AVTR
+6.3%
+268.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.6% | +5.8% |
| 7D | +10.4% | -6.2% | +16.6% | +12.9% |
| 30D | +11.1% | -1.0% | +12.1% | +11.2% |
| 3M | -10.8% | +14.4% | -25.2% | -15.5% |
| 6M | -8.7% | +95.9% | -104.6% | -30.1% |
| YTD | -14.0% | +36.6% | -50.6% | -25.5% |
| 1Y | +12.0% | +35.1% | -23.1% | -2.8% |
| 3Y | -10.5% | -14.8% | +4.3% | -13.3% |
| 5Y | +28.5% | -59.8% | +88.3% | +68.2% |
| All | +274.9% | +6.3% | +268.6% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling