+223.0%
AZN vs DECK
+718.3%
-495.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +0.7% | -13.6% | +14.3% | +2.0% |
| 3M | -10.5% | -21.2% | +10.7% | -8.8% |
| 6M | -19.3% | -21.1% | +1.8% | -17.9% |
| YTD | -10.6% | -17.2% | +6.6% | -9.5% |
| 1Y | +0.5% | -30.7% | +31.3% | +2.9% |
| 3Y | +25.9% | -3.4% | +29.2% | +21.4% |
| 5Y | +52.4% | +25.5% | +26.9% | +39.3% |
| All | +223.0% | +718.3% | -495.3% | +151.9% |
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