+26.1%
DECK vs AJG
+89.8%
-63.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.1% |
| 7D | -2.2% | -1.8% | -0.4% | -1.5% |
| 30D | -13.6% | +4.6% | -18.2% | -15.2% |
| 3M | -21.2% | +24.9% | -46.2% | -27.9% |
| 6M | -21.1% | +17.2% | -38.3% | -26.2% |
| YTD | -17.2% | +2.2% | -19.4% | -18.2% |
| 1Y | -30.7% | -11.5% | -19.2% | -27.3% |
| 3Y | -3.4% | +16.7% | -20.1% | -16.7% |
| All | +26.1% | +89.8% | -63.7% | -19.8% |
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 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