+1,320.5%
ABBV vs DECK
+1,161.2%
+159.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -0.9% | +6.0% | -6.9% | -1.5% |
| 30D | +8.7% | +7.4% | +1.3% | +7.9% |
| 3M | +17.8% | -11.7% | +29.4% | +19.1% |
| 6M | +41.7% | -11.0% | +52.7% | +42.9% |
| YTD | +29.9% | -15.4% | +45.3% | +31.1% |
| 1Y | +37.0% | +7.2% | +29.7% | +34.7% |
| 3Y | +125.2% | -11.8% | +137.0% | +116.7% |
| 5Y | +193.8% | +24.3% | +169.4% | +163.9% |
| 10Y | +673.0% | +907.5% | -234.5% | +375.9% |
| All | +1,320.5% | +1,161.2% | +159.3% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling