+24.3%
DECK vs ABCL
-30.0%
+54.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.8% | -0.5% |
| 7D | +6.0% | -14.9% | +20.9% | +7.7% |
| 30D | +7.4% | -15.4% | +22.8% | +9.0% |
| 3M | -11.7% | +88.0% | -99.7% | -20.0% |
| 6M | -11.0% | +138.8% | -149.8% | -23.2% |
| YTD | -15.4% | +225.4% | -240.8% | -31.1% |
| 1Y | +7.2% | +137.3% | -130.1% | -8.9% |
| 3Y | -11.8% | +136.8% | -148.6% | -30.3% |
| 5Y | +24.3% | -26.2% | +50.6% | +9.5% |
| All | +24.3% | -30.0% | +54.4% | +9.5% |
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