+7.4%
ADM vs DECK
-12.4%
+19.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -7.5% | +6.0% | -13.5% | -7.5% |
| 30D | -14.3% | +7.4% | -21.7% | -14.3% |
| 3M | -8.6% | -11.7% | +3.1% | -8.5% |
| 6M | -9.9% | -11.0% | +1.1% | -9.9% |
| YTD | +25.1% | -15.4% | +40.5% | +25.1% |
| 1Y | +28.8% | +7.2% | +21.6% | +28.3% |
| All | +7.4% | -12.4% | +19.7% | +11.8% |
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 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