+2,885.9%
ALB vs DECK
+8,601.9%
-5,716.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.7% |
| 7D | -8.1% | -2.2% | -5.8% | -7.8% |
| 30D | +6.3% | -13.6% | +19.9% | +8.3% |
| 3M | -23.6% | -21.2% | -2.3% | -21.3% |
| 6M | -24.6% | -21.1% | -3.5% | -22.6% |
| YTD | -10.3% | -17.2% | +7.0% | -8.9% |
| 1Y | +61.5% | -30.7% | +92.2% | +66.9% |
| 3Y | -34.0% | -3.4% | -30.6% | -35.6% |
| 5Y | -44.6% | +25.5% | -70.1% | -48.1% |
| 10Y | +76.1% | +714.7% | -638.6% | +32.2% |
| All | +2,885.9% | +8,601.9% | -5,716.0% | +1,582.9% |
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