+24.3%
DECK vs ACGL
+174.7%
-150.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +6.0% | +6.4% | -0.4% | +3.7% |
| 30D | +7.4% | +16.6% | -9.2% | +1.7% |
| 3M | -11.7% | +11.6% | -23.2% | -15.1% |
| 6M | -11.0% | +17.5% | -28.4% | -16.1% |
| YTD | -15.4% | +15.3% | -30.6% | -19.8% |
| 1Y | +7.2% | +26.3% | -19.0% | -1.7% |
| 3Y | -11.8% | +35.9% | -47.8% | -23.0% |
| 5Y | +24.3% | +168.2% | -143.8% | -25.8% |
| All | +24.3% | +174.7% | -150.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling