-15.1%
DECK vs AJG
+19.3%
-34.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +5.8% | +2.0% | +3.8% | +5.2% |
| 30D | +7.9% | +24.0% | -16.1% | +2.2% |
| 3M | -11.4% | +12.2% | -23.6% | -14.0% |
| 6M | -16.6% | +43.9% | -60.4% | -22.8% |
| YTD | -16.4% | +9.8% | -26.2% | -18.4% |
| 1Y | +8.6% | +16.2% | -7.5% | +4.8% |
| 3Y | -15.1% | +19.3% | -34.4% | -19.5% |
| All | -15.1% | +19.3% | -34.4% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling