-39.5%
ACN vs DECK
-3.0%
-36.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | +9.4% | -13.6% | +23.0% | +11.7% |
| 3M | +5.6% | -21.2% | +26.9% | +9.2% |
| 6M | -9.3% | -21.1% | +11.8% | -6.5% |
| YTD | -29.0% | -17.2% | -11.7% | -27.5% |
| 1Y | -24.7% | -30.7% | +6.1% | -21.8% |
| All | -39.5% | -3.0% | -36.5% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling