+90.9%
AG vs DECK
+874.1%
-783.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +6.3% | +5.8% | +0.6% | +5.4% |
| 30D | -8.9% | +7.9% | -16.8% | -10.1% |
| 3M | -12.2% | -11.4% | -0.8% | -10.5% |
| 6M | -28.3% | -16.6% | -11.7% | -26.4% |
| YTD | -8.8% | -16.4% | +7.5% | -7.4% |
| 1Y | +39.4% | +8.6% | +30.7% | +34.9% |
| 3Y | +229.4% | -15.1% | +244.5% | +221.9% |
| 5Y | +14.5% | +22.9% | -8.3% | +0.7% |
| All | +90.9% | +874.1% | -783.2% | +41.4% |
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 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