+152.4%
DKNG vs AVTR
-19.9%
+172.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -3.0% | +6.3% | -9.3% | -4.9% |
| 3M | -17.6% | +53.3% | -70.9% | -28.6% |
| 6M | -3.2% | +78.6% | -81.9% | -20.8% |
| YTD | -28.2% | +29.2% | -57.4% | -35.1% |
| 1Y | -46.1% | +13.8% | -59.9% | -50.5% |
| 3Y | -22.2% | -27.4% | +5.3% | -20.1% |
| 5Y | -60.4% | -65.0% | +4.6% | -47.5% |
| All | +152.4% | -19.9% | +172.3% | +138.8% |
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 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