-1.8%
DECK vs ACGL
+34.2%
-36.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | -13.6% | -1.0% | -12.6% | -13.3% |
| 3M | -21.2% | +11.0% | -32.3% | -23.3% |
| 6M | -21.1% | -0.3% | -20.8% | -21.0% |
| YTD | -17.2% | +2.3% | -19.5% | -17.8% |
| 1Y | -30.7% | +6.4% | -37.1% | -32.0% |
| All | -1.8% | +34.2% | -36.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling