+17,973.0%
DECK vs ACGL
+5,010.0%
+12,963.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.7% | +3.3% | +5.1% |
| 7D | +10.4% | +8.0% | +2.4% | +7.6% |
| 30D | +11.1% | +17.3% | -6.2% | +5.4% |
| 3M | -10.8% | +11.2% | -22.0% | -13.9% |
| 6M | -8.7% | +18.2% | -26.9% | -13.8% |
| YTD | -14.0% | +15.4% | -29.4% | -18.3% |
| 1Y | +12.0% | +26.5% | -14.5% | +3.2% |
| 3Y | -10.5% | +36.1% | -46.5% | -20.7% |
| 5Y | +28.5% | +175.9% | -147.5% | -11.2% |
| 10Y | +923.3% | +352.4% | +570.8% | +500.7% |
| All | +17,973.0% | +5,010.0% | +12,963.0% | +6,682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling