+23,295.1%
AMAT vs DECK
+8,125.5%
+15,169.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.0% | -9.2% | -4.1% |
| 7D | -11.2% | +10.4% | -21.6% | -12.5% |
| 30D | -31.9% | +11.1% | -43.0% | -33.0% |
| 3M | -32.3% | -10.8% | -21.6% | -31.5% |
| 6M | -5.4% | -8.7% | +3.3% | -5.0% |
| YTD | +44.3% | -14.0% | +58.3% | +45.4% |
| 1Y | +61.4% | +12.0% | +49.3% | +56.6% |
| 3Y | +170.6% | -10.5% | +181.1% | +167.2% |
| 5Y | +156.4% | +28.5% | +128.0% | +140.0% |
| 10Y | +1,356.4% | +923.3% | +433.1% | +978.5% |
| All | +23,295.1% | +8,125.5% | +15,169.5% | +13,547.2% |
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