-1.8%
DECK vs AJG
+16.8%
-18.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -13.6% | +4.6% | -18.2% | -14.5% |
| 3M | -21.2% | +24.9% | -46.2% | -24.7% |
| 6M | -21.1% | +17.2% | -38.3% | -23.7% |
| YTD | -17.2% | +2.2% | -19.4% | -17.7% |
| 1Y | -30.7% | -11.5% | -19.2% | -29.2% |
| All | -1.8% | +16.8% | -18.5% | -6.8% |
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