-5.1%
ABT vs DECK
+24.2%
-29.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | +8.0% | +4.9% | +3.1% | +7.4% |
| 3M | +0.2% | -5.8% | +6.0% | +0.7% |
| 6M | +34.1% | -8.6% | +42.7% | +35.0% |
| YTD | -10.6% | -14.7% | +4.1% | -9.7% |
| 1Y | -11.8% | +6.9% | -18.7% | -12.7% |
| 3Y | +23.9% | -16.2% | +40.1% | +18.0% |
| 5Y | -5.1% | +25.3% | -30.4% | -24.3% |
| All | -5.1% | +24.2% | -29.3% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling