+28.5%
DECK vs ACGL
+170.1%
-141.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.7% | +3.3% | +5.0% |
| 7D | +10.4% | +8.0% | +2.4% | +7.4% |
| 30D | +11.1% | +17.3% | -6.2% | +4.9% |
| 3M | -10.8% | +11.2% | -22.0% | -14.1% |
| 6M | -8.7% | +18.2% | -26.9% | -14.2% |
| YTD | -14.0% | +15.4% | -29.4% | -18.6% |
| 1Y | +12.0% | +26.5% | -14.5% | +2.6% |
| 3Y | -10.5% | +36.1% | -46.5% | -21.9% |
| 5Y | +28.5% | +175.9% | -147.5% | -24.2% |
| All | +28.5% | +170.1% | -141.6% | -24.2% |
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