+94.7%
ABBV vs DECK
-3.0%
+97.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.4% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | +4.2% | -13.6% | +17.8% | +4.2% |
| 3M | +14.8% | -21.2% | +36.1% | +14.8% |
| 6M | +10.3% | -21.1% | +31.3% | +10.2% |
| YTD | +14.9% | -17.2% | +32.1% | +14.8% |
| 1Y | +24.1% | -30.7% | +54.9% | +23.6% |
| All | +94.7% | -3.0% | +97.7% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling