+261.0%
DECK vs AVTR
+1.7%
+259.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | -2.2% | +2.7% | -4.9% | -3.2% |
| 30D | -13.6% | +12.1% | -25.6% | -17.2% |
| 3M | -21.2% | +57.2% | -78.5% | -34.1% |
| 6M | -21.1% | +73.1% | -94.2% | -36.6% |
| YTD | -17.2% | +30.6% | -47.9% | -26.8% |
| 1Y | -30.7% | +13.5% | -44.2% | -36.8% |
| 3Y | -3.4% | -31.0% | +27.7% | +1.6% |
| 5Y | +25.5% | -63.2% | +88.8% | +70.2% |
| All | +261.0% | +1.7% | +259.3% | +167.8% |
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