-63.0%
ALB vs DECK
+31.2%
-94.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.7% | +3.5% |
| 7D | -2.1% | +10.4% | -12.4% | -4.9% |
| 30D | -9.0% | +11.1% | -20.1% | -11.9% |
| 3M | -21.1% | -10.8% | -10.4% | -18.7% |
| 6M | -49.9% | -8.7% | -41.2% | -49.1% |
| YTD | -32.3% | -14.0% | -18.2% | -31.1% |
| 1Y | +8.6% | +12.0% | -3.4% | +0.4% |
| 3Y | -22.2% | -10.5% | -11.8% | -31.1% |
| 5Y | -63.0% | +28.5% | -91.5% | -71.8% |
| All | -63.0% | +31.2% | -94.2% | -71.8% |
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