+2.3%
APA vs DECK
+937.4%
-935.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.0% | -12.8% | -8.7% |
| 7D | -13.0% | +10.4% | -23.3% | -15.8% |
| 30D | +2.0% | +11.1% | -9.1% | -1.7% |
| 3M | +24.9% | -10.8% | +35.7% | +28.2% |
| 6M | +7.2% | -8.7% | +15.9% | +7.6% |
| YTD | +87.1% | -14.0% | +101.1% | +87.3% |
| 1Y | +107.2% | +12.0% | +95.1% | +87.9% |
| 3Y | +24.7% | -10.5% | +35.2% | +10.7% |
| 5Y | +78.5% | +28.5% | +50.0% | +30.0% |
| 10Y | +2.3% | +923.3% | -921.0% | -56.7% |
| All | +2.3% | +937.4% | -935.1% | -56.7% |
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 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