+1,156.2%
ABBV vs DECK
+1,133.5%
+22.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | +4.2% | -13.6% | +17.8% | +5.7% |
| 3M | +14.8% | -21.2% | +36.1% | +17.4% |
| 6M | +10.3% | -21.1% | +31.3% | +12.5% |
| YTD | +14.9% | -17.2% | +32.1% | +16.3% |
| 1Y | +24.1% | -30.7% | +54.9% | +27.7% |
| 3Y | +91.9% | -3.4% | +95.3% | +81.9% |
| 5Y | +176.0% | +25.5% | +150.5% | +146.7% |
| 10Y | +502.9% | +714.7% | -211.7% | +283.7% |
| All | +1,156.2% | +1,133.5% | +22.7% | +685.8% |
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