+69.7%
APA vs DECK
+25.8%
+43.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.0% |
| 7D | -15.6% | +6.0% | -21.6% | -16.6% |
| 30D | -0.9% | +7.4% | -8.4% | -2.4% |
| 3M | +26.1% | -11.7% | +37.7% | +28.5% |
| 6M | +6.1% | -11.0% | +17.1% | +6.9% |
| YTD | +82.8% | -15.4% | +98.2% | +83.7% |
| 1Y | +106.5% | +7.2% | +99.2% | +94.5% |
| 3Y | +21.9% | -11.8% | +33.7% | +11.5% |
| 5Y | +69.7% | +24.3% | +45.3% | +38.8% |
| All | +69.7% | +25.8% | +43.9% | +38.8% |
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