+38.1%
ABBV vs DECK
+9.7%
+28.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.4% |
| 7D | +1.5% | +6.4% | -4.8% | +1.2% |
| 30D | +6.7% | +9.1% | -2.4% | +6.2% |
| 3M | +19.9% | -7.2% | +27.2% | +20.3% |
| 6M | +47.5% | -9.9% | +57.4% | +47.9% |
| YTD | +32.2% | -12.8% | +45.0% | +31.5% |
| All | +38.1% | +9.7% | +28.5% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling