+244.9%
AMGN vs DECK
+718.3%
-473.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -1.7% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | +7.8% | -13.6% | +21.4% | +9.3% |
| 3M | +27.3% | -21.2% | +48.5% | +30.0% |
| 6M | +16.8% | -21.1% | +37.9% | +19.2% |
| YTD | +36.3% | -17.2% | +53.5% | +38.1% |
| 1Y | +60.4% | -30.7% | +91.2% | +64.8% |
| 3Y | +86.3% | -3.4% | +89.7% | +80.6% |
| 5Y | +125.7% | +25.5% | +100.1% | +109.4% |
| All | +244.9% | +718.3% | -473.4% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling