+28,698.0%
AMAT vs DECK
+7,820.9%
+20,877.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +4.1% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | -14.8% | -13.6% | -1.2% | -13.2% |
| 3M | -9.3% | -21.2% | +12.0% | -6.8% |
| 6M | +27.4% | -21.1% | +48.5% | +30.8% |
| YTD | +77.6% | -17.2% | +94.8% | +80.2% |
| 1Y | +188.9% | -30.7% | +219.7% | +199.4% |
| 3Y | +202.3% | -3.4% | +205.6% | +195.4% |
| 5Y | +248.9% | +25.5% | +223.4% | +227.8% |
| 10Y | +1,585.2% | +714.7% | +870.6% | +1,179.2% |
| All | +28,698.0% | +7,820.9% | +20,877.0% | +16,819.7% |
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