+61.6%
AA vs DECK
+885.7%
-824.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -4.8% |
| 7D | -3.7% | +6.0% | -9.7% | -5.7% |
| 30D | -10.8% | +7.4% | -18.2% | -13.2% |
| 3M | -19.1% | -11.7% | -7.4% | -15.8% |
| 6M | -38.7% | -11.0% | -27.7% | -36.8% |
| YTD | -27.1% | -15.4% | -11.8% | -25.4% |
| 1Y | +8.3% | +7.2% | +1.1% | +0.6% |
| 3Y | +49.6% | -11.8% | +61.4% | +35.4% |
| 5Y | -15.5% | +24.3% | -39.8% | -36.8% |
| All | +61.6% | +885.7% | -824.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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