+339.1%
AZN vs DECK
+874.1%
-535.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -0.1% | +5.8% | -5.9% | -0.6% |
| 30D | +16.4% | +7.9% | +8.6% | +15.7% |
| 3M | +15.7% | -11.4% | +27.1% | +16.8% |
| 6M | +0.8% | -16.6% | +17.4% | +2.1% |
| YTD | +2.5% | -16.4% | +18.8% | +3.5% |
| 1Y | +12.4% | +8.6% | +3.8% | +11.2% |
| 3Y | +53.4% | -15.1% | +68.5% | +50.5% |
| 5Y | +62.8% | +22.9% | +40.0% | +49.7% |
| All | +339.1% | +874.1% | -535.0% | +255.6% |
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 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