+26.1%
DECK vs ACM
+5.0%
+21.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -2.2% | -3.7% | +1.5% | -0.2% |
| 30D | -13.6% | -11.1% | -2.5% | -8.5% |
| 3M | -21.2% | -8.0% | -13.3% | -18.3% |
| 6M | -21.1% | -29.7% | +8.6% | -5.6% |
| YTD | -17.2% | -29.4% | +12.1% | -2.7% |
| 1Y | -30.7% | -46.4% | +15.7% | -4.6% |
| 3Y | -3.4% | -22.3% | +19.0% | +3.6% |
| All | +26.1% | +5.0% | +21.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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