-24.7%
ACN vs DECK
-30.4%
+5.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.6% |
| 7D | -1.5% | -2.2% | +0.7% | -1.1% |
| 30D | +9.4% | -13.6% | +23.0% | +12.3% |
| 3M | +5.6% | -21.2% | +26.9% | +9.9% |
| 6M | -9.3% | -21.1% | +11.8% | -5.7% |
| YTD | -29.0% | -17.2% | -11.7% | -26.9% |
| 1Y | -24.7% | -30.7% | +6.1% | -22.7% |
| All | -24.7% | -30.4% | +5.7% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling