+83.2%
DECK vs ABCL
-79.9%
+163.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.1% | +5.9% |
| 7D | +10.4% | -10.0% | +20.3% | +11.3% |
| 30D | +11.1% | -10.9% | +22.0% | +12.0% |
| 3M | -10.8% | +101.6% | -112.4% | -18.5% |
| 6M | -8.7% | +167.5% | -176.3% | -20.3% |
| YTD | -14.0% | +259.1% | -273.1% | -28.2% |
| 1Y | +12.0% | +152.2% | -140.1% | -2.8% |
| 3Y | -10.5% | +161.3% | -171.7% | -26.9% |
| 5Y | +28.5% | -29.3% | +57.8% | +13.8% |
| All | +83.2% | -79.9% | +163.0% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling