+76.4%
DECK vs ABCL
-81.3%
+157.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -13.6% | +93.1% | -106.7% | -20.3% |
| 3M | -21.2% | +79.4% | -100.7% | -27.3% |
| 6M | -21.1% | +214.9% | -236.0% | -32.1% |
| YTD | -17.2% | +234.2% | -251.4% | -30.0% |
| 1Y | -30.7% | +174.8% | -205.5% | -40.6% |
| 3Y | -3.4% | +104.5% | -107.8% | -18.6% |
| 5Y | +25.5% | -39.0% | +64.6% | +12.6% |
| All | +76.4% | -81.3% | +157.6% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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