+730.7%
DECK vs AJG
+513.8%
+216.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.4% |
| 7D | -2.2% | -1.8% | -0.4% | -1.2% |
| 30D | -13.6% | +4.6% | -18.2% | -15.9% |
| 3M | -21.2% | +24.9% | -46.2% | -30.8% |
| 6M | -21.1% | +17.2% | -38.3% | -28.7% |
| YTD | -17.2% | +2.2% | -19.4% | -19.4% |
| 1Y | -30.7% | -11.5% | -19.2% | -26.9% |
| 3Y | -3.4% | +16.7% | -20.1% | -18.9% |
| 5Y | +25.5% | +89.6% | -64.1% | -27.3% |
| All | +730.7% | +513.8% | +216.9% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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