+9.4%
AZN vs DECK
+9.7%
-0.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.0% |
| 7D | +1.5% | +6.4% | -4.9% | +0.7% |
| 30D | +19.0% | +9.1% | +9.9% | +17.5% |
| 3M | +17.3% | -7.2% | +24.5% | +18.1% |
| 6M | +3.6% | -9.9% | +13.5% | +4.4% |
| YTD | +4.1% | -12.8% | +16.9% | +5.1% |
| All | +9.4% | +9.7% | -0.3% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling