-31.3%
AMT vs DECK
+25.5%
-56.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.2% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +4.6% | -13.6% | +18.2% | +5.8% |
| 3M | -8.4% | -21.2% | +12.8% | -6.8% |
| 6M | -6.0% | -21.1% | +15.1% | -4.5% |
| YTD | +2.1% | -17.2% | +19.4% | +3.3% |
| 1Y | -6.4% | -30.7% | +24.4% | -4.2% |
| 3Y | +8.1% | -3.4% | +11.4% | +0.3% |
| All | -31.3% | +25.5% | -56.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling