-14.4%
DECK vs AAOX
-93.2%
+78.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -10.8% | +13.5% | +2.5% |
| 7D | +0.1% | -3.4% | +3.5% | +0.2% |
| 30D | +4.8% | -72.8% | +77.7% | +3.3% |
| 3M | -6.9% | -90.7% | +83.7% | -9.4% |
| 6M | -7.6% | -98.2% | +90.6% | -9.2% |
| All | -14.4% | -93.2% | +78.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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