+887.0%
DECK vs AGI
+349.0%
+538.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +4.2% |
| 7D | +6.4% | +17.4% | -11.0% | +5.5% |
| 30D | +9.1% | -0.9% | +10.0% | +9.0% |
| 3M | -7.2% | -1.6% | -5.6% | -7.3% |
| 6M | -9.9% | -24.7% | +14.8% | -9.1% |
| YTD | -12.8% | -15.3% | +2.5% | -12.7% |
| 1Y | +10.6% | +5.5% | +5.1% | +9.3% |
| 3Y | -13.8% | +154.5% | -168.3% | -19.4% |
| 5Y | +27.6% | +310.6% | -283.0% | +16.2% |
| 10Y | +887.0% | +362.7% | +524.4% | +790.6% |
| All | +887.0% | +349.0% | +538.1% | +790.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling