+158.6%
ADM vs DECK
+718.3%
-559.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | +9.8% | -13.6% | +23.3% | +11.7% |
| 3M | +2.1% | -21.2% | +23.4% | +4.9% |
| 6M | +27.5% | -21.1% | +48.6% | +30.5% |
| YTD | +50.2% | -17.2% | +67.4% | +52.3% |
| 1Y | +40.6% | -30.7% | +71.3% | +45.4% |
| 3Y | +17.2% | -3.4% | +20.6% | +8.9% |
| 5Y | +61.9% | +25.5% | +36.3% | +39.8% |
| All | +158.6% | +718.3% | -559.7% | +80.6% |
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