+24.6%
DECK vs AJG
+83.9%
-59.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.2% |
| 7D | +5.8% | +2.0% | +3.8% | +4.9% |
| 30D | +7.9% | +24.0% | -16.1% | -1.4% |
| 3M | -11.4% | +12.2% | -23.6% | -15.7% |
| 6M | -16.6% | +43.9% | -60.4% | -28.4% |
| YTD | -16.4% | +9.8% | -26.2% | -20.0% |
| 1Y | +8.6% | +16.2% | -7.5% | +1.2% |
| 3Y | -15.1% | +19.3% | -34.4% | -27.5% |
| All | +24.6% | +83.9% | -59.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling