-34.9%
DECK vs AHR
+404.3%
-439.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.8% |
| 7D | +6.4% | +9.6% | -3.2% | +4.0% |
| 30D | +9.1% | +16.1% | -7.0% | +5.1% |
| 3M | -7.2% | +4.4% | -11.6% | -8.4% |
| 6M | -9.9% | +15.1% | -25.1% | -13.1% |
| YTD | -12.8% | +27.2% | -39.9% | -18.0% |
| 1Y | +10.6% | +21.7% | -11.2% | +5.0% |
| All | -34.9% | +404.3% | -439.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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