+101.1%
ADM vs DECK
+885.7%
-784.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -7.5% | +6.0% | -13.5% | -8.2% |
| 30D | -14.3% | +7.4% | -21.7% | -15.1% |
| 3M | -8.6% | -11.7% | +3.1% | -7.4% |
| 6M | -9.9% | -11.0% | +1.1% | -9.1% |
| YTD | +25.1% | -15.4% | +40.5% | +26.3% |
| 1Y | +28.8% | +7.2% | +21.6% | +25.7% |
| 3Y | +6.9% | -11.8% | +18.7% | +1.3% |
| 5Y | +25.9% | +24.3% | +1.5% | +9.3% |
| All | +101.1% | +885.7% | -784.5% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling