-29.5%
DECK vs AJG
-14.9%
-14.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.5% | -2.6% |
| 7D | -2.3% | -4.0% | +1.7% | -1.2% |
| 30D | -15.2% | +1.3% | -16.6% | -15.5% |
| 3M | -24.7% | +18.3% | -43.0% | -26.7% |
| 6M | -20.8% | +10.6% | -31.4% | -21.9% |
| YTD | -20.3% | -2.2% | -18.1% | -19.3% |
| 1Y | -29.5% | -15.2% | -14.3% | -29.2% |
| All | -29.5% | -14.9% | -14.6% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling