+28.5%
DECK vs ACM
+5.1%
+23.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.0% | +4.4% |
| 7D | +10.4% | +9.5% | +0.8% | +5.2% |
| 30D | +11.1% | +14.7% | -3.6% | +3.3% |
| 3M | -10.8% | -9.5% | -1.3% | -6.4% |
| 6M | -8.7% | -18.0% | +9.3% | +0.3% |
| YTD | -14.0% | -27.3% | +13.2% | -0.4% |
| 1Y | +12.0% | -47.0% | +59.0% | +57.3% |
| 3Y | -10.5% | -10.6% | +0.1% | -12.9% |
| 5Y | +28.5% | +5.3% | +23.2% | +9.9% |
| All | +28.5% | +5.1% | +23.4% | +9.9% |
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