-30.5%
DECK vs AJG
-17.1%
-13.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.1% |
| 7D | -4.2% | -7.4% | +3.2% | -2.2% |
| 30D | -17.7% | -3.0% | -14.7% | -16.9% |
| 3M | -28.7% | +12.8% | -41.5% | -29.8% |
| 6M | -23.1% | +12.8% | -35.9% | -24.3% |
| YTD | -22.6% | -4.7% | -17.9% | -21.1% |
| 1Y | -30.5% | -17.2% | -13.3% | -29.7% |
| All | -30.5% | -17.1% | -13.4% | -29.7% |
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