+97.5%
AGG vs DECK
+16,181.6%
-16,084.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.2% |
| 7D | +0.5% | +6.0% | -5.5% | +0.5% |
| 30D | +2.4% | +7.4% | -5.1% | +2.4% |
| 3M | -0.8% | -11.7% | +10.9% | -0.8% |
| 6M | -0.8% | -11.0% | +10.1% | -0.9% |
| YTD | -0.6% | -15.4% | +14.7% | -0.7% |
| 1Y | 0.0% | +7.2% | -7.2% | +0.1% |
| 3Y | +14.4% | -11.8% | +26.2% | +14.5% |
| 5Y | -1.6% | +24.3% | -25.9% | -1.3% |
| 10Y | +15.1% | +907.5% | -892.5% | +18.4% |
| All | +97.5% | +16,181.6% | -16,084.1% | +108.3% |
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 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