+2,153.1%
ALB vs DECK
+8,936.5%
-6,783.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.7% | +4.5% |
| 7D | -2.1% | +10.4% | -12.4% | -3.3% |
| 30D | -9.0% | +11.1% | -20.1% | -10.3% |
| 3M | -21.1% | -10.8% | -10.4% | -20.0% |
| 6M | -49.9% | -8.7% | -41.2% | -49.5% |
| YTD | -32.3% | -14.0% | -18.2% | -31.7% |
| 1Y | +8.6% | +12.0% | -3.4% | +5.7% |
| 3Y | -22.2% | -10.5% | -11.8% | -23.3% |
| 5Y | -63.0% | +28.5% | -91.5% | -65.4% |
| 10Y | +29.9% | +923.3% | -893.3% | -4.8% |
| All | +2,153.1% | +8,936.5% | -6,783.4% | +1,162.5% |
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