+26.1%
DECK vs ABCL
-41.3%
+67.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.3% |
| 3M | -21.2% | +79.4% | -100.7% | -28.2% |
| 6M | -21.1% | +214.9% | -236.0% | -33.8% |
| YTD | -17.2% | +234.2% | -251.4% | -32.0% |
| 1Y | -30.7% | +174.8% | -205.5% | -42.2% |
| 3Y | -3.4% | +104.5% | -107.8% | -20.7% |
| All | +26.1% | -41.3% | +67.4% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling