+66.5%
AZN vs DECK
+30.0%
+36.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.3% |
| 7D | +1.5% | +6.4% | -4.9% | +1.1% |
| 30D | +19.0% | +9.1% | +9.9% | +18.2% |
| 3M | +17.3% | -7.2% | +24.5% | +17.8% |
| 6M | +3.6% | -9.9% | +13.5% | +4.1% |
| YTD | +4.1% | -12.8% | +16.9% | +4.6% |
| 1Y | +13.1% | +10.6% | +2.5% | +12.2% |
| 3Y | +55.8% | -13.8% | +69.6% | +52.1% |
| 5Y | +66.5% | +27.6% | +38.8% | +28.7% |
| All | +66.5% | +30.0% | +36.5% | +28.7% |
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