+329.7%
AZN vs DECK
+938.4%
-608.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.2% |
| 7D | +1.5% | +6.4% | -4.9% | +1.0% |
| 30D | +19.0% | +9.1% | +9.9% | +18.1% |
| 3M | +17.3% | -7.2% | +24.5% | +17.9% |
| 6M | +3.6% | -9.9% | +13.5% | +4.2% |
| YTD | +4.1% | -12.8% | +16.9% | +4.7% |
| 1Y | +13.1% | +10.6% | +2.5% | +11.7% |
| 3Y | +55.8% | -13.8% | +69.6% | +52.7% |
| 5Y | +66.5% | +27.6% | +38.8% | +52.7% |
| 10Y | +329.7% | +887.0% | -557.3% | +246.9% |
| All | +329.7% | +938.4% | -608.7% | +246.9% |
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