+1,292.8%
ADM vs DECK
+8,125.5%
-6,832.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.0% | -5.6% | -0.1% |
| 7D | -8.3% | +10.4% | -18.6% | -8.9% |
| 30D | -14.1% | +11.1% | -25.2% | -14.8% |
| 3M | -10.7% | -10.8% | 0.0% | -10.1% |
| 6M | -5.9% | -8.7% | +2.8% | -5.6% |
| YTD | +25.8% | -14.0% | +39.8% | +26.3% |
| 1Y | +21.3% | +12.0% | +9.2% | +19.5% |
| 3Y | +7.4% | -10.5% | +17.9% | +5.6% |
| 5Y | +27.0% | +28.5% | -1.5% | +20.4% |
| 10Y | +102.7% | +923.3% | -820.5% | +65.0% |
| All | +1,292.8% | +8,125.5% | -6,832.8% | +900.4% |
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