+1,916.6%
DECK vs ACM
+240.6%
+1,676.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.0% | +4.5% |
| 7D | +10.4% | +9.5% | +0.8% | +5.6% |
| 30D | +11.1% | +14.7% | -3.6% | +3.8% |
| 3M | -10.8% | -9.5% | -1.3% | -6.8% |
| 6M | -8.7% | -18.0% | +9.3% | -0.7% |
| YTD | -14.0% | -27.3% | +13.2% | -1.8% |
| 1Y | +12.0% | -47.0% | +59.0% | +48.9% |
| 3Y | -10.5% | -10.6% | +0.1% | -9.0% |
| 5Y | +28.5% | +5.3% | +23.2% | +20.0% |
| 10Y | +923.3% | +167.0% | +756.3% | +470.5% |
| All | +1,916.6% | +240.6% | +1,676.0% | +827.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling