+0.9%
ABT vs DECK
+25.8%
-24.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | +8.6% | +6.0% | +2.6% | +8.0% |
| 30D | +16.4% | +7.4% | +9.0% | +15.6% |
| 3M | +8.1% | -11.7% | +19.8% | +9.3% |
| 6M | +32.1% | -11.0% | +43.0% | +33.2% |
| YTD | -7.1% | -15.4% | +8.3% | -6.0% |
| 1Y | -6.5% | +7.2% | -13.8% | -7.4% |
| 3Y | +26.2% | -11.8% | +38.1% | +19.1% |
| 5Y | +0.9% | +24.3% | -23.4% | -19.9% |
| All | +0.9% | +25.8% | -24.9% | -19.9% |
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