+26.1%
DECK vs AGI
+385.7%
-359.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -13.6% | +18.2% | -31.8% | -14.6% |
| 3M | -21.2% | -4.1% | -17.1% | -21.3% |
| 6M | -21.1% | -28.7% | +7.6% | -20.1% |
| YTD | -17.2% | -4.0% | -13.2% | -17.8% |
| 1Y | -30.7% | +17.4% | -48.2% | -32.8% |
| 3Y | -3.4% | +203.0% | -206.4% | -16.8% |
| All | +26.1% | +385.7% | -359.6% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling