+3,832.5%
ABT vs DECK
+7,820.9%
-3,988.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -3.7% | -2.2% | -1.5% | -3.6% |
| 30D | +2.5% | -13.6% | +16.1% | +3.3% |
| 3M | +20.2% | -21.2% | +41.4% | +21.7% |
| 6M | -2.9% | -21.1% | +18.2% | -1.8% |
| YTD | -11.9% | -17.2% | +5.3% | -11.2% |
| 1Y | -16.5% | -30.7% | +14.2% | -15.3% |
| 3Y | +12.1% | -3.4% | +15.5% | +10.4% |
| 5Y | -7.4% | +25.5% | -32.9% | -10.7% |
| 10Y | +210.7% | +714.7% | -504.0% | +171.5% |
| All | +3,832.5% | +7,820.9% | -3,988.4% | +2,983.8% |
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