+4,119.0%
ABT vs DECK
+8,125.5%
-4,006.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.0% | -0.4% | +5.3% |
| 7D | +12.5% | +10.4% | +2.2% | +12.0% |
| 30D | +16.1% | +11.1% | +5.0% | +15.4% |
| 3M | +10.2% | -10.8% | +21.0% | +10.8% |
| 6M | +33.7% | -8.7% | +42.5% | +34.2% |
| YTD | -5.5% | -14.0% | +8.5% | -5.0% |
| 1Y | -5.9% | +12.0% | -17.9% | -6.7% |
| 3Y | +28.4% | -10.5% | +38.8% | +27.1% |
| 5Y | -1.2% | +28.5% | -29.6% | -4.8% |
| 10Y | +256.6% | +923.3% | -666.6% | +208.6% |
| All | +4,119.0% | +8,125.5% | -4,006.6% | +3,201.0% |
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