+1,563.5%
ADM vs DECK
+7,820.9%
-6,257.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +3.8% | -2.2% | +6.0% | +3.9% |
| 30D | +9.8% | -13.6% | +23.3% | +10.8% |
| 3M | +2.1% | -21.2% | +23.4% | +3.7% |
| 6M | +27.5% | -21.1% | +48.6% | +29.2% |
| YTD | +50.2% | -17.2% | +67.4% | +51.4% |
| 1Y | +40.6% | -30.7% | +71.3% | +43.1% |
| 3Y | +17.2% | -3.4% | +20.6% | +14.5% |
| 5Y | +61.9% | +25.5% | +36.3% | +53.5% |
| 10Y | +159.3% | +714.7% | -555.4% | +114.0% |
| All | +1,563.5% | +7,820.9% | -6,257.4% | +1,098.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling