-1.2%
AGG vs DECK
+25.5%
-26.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.2% | -2.2% | +2.1% | -0.1% |
| 30D | -0.4% | -13.6% | +13.2% | -0.2% |
| 3M | -0.7% | -21.2% | +20.6% | -0.3% |
| 6M | -1.5% | -21.1% | +19.6% | -1.2% |
| YTD | -0.3% | -17.2% | +17.0% | 0.0% |
| 1Y | +1.3% | -30.7% | +32.1% | +1.7% |
| 3Y | +13.2% | -3.4% | +16.6% | +12.4% |
| All | -1.2% | +25.5% | -26.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling