+18.7%
DECK vs AJG
+79.1%
-60.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.7% |
| 7D | -3.7% | -3.8% | +0.1% | -2.1% |
| 30D | +0.6% | +19.1% | -18.4% | -6.5% |
| 3M | -7.3% | +8.8% | -16.1% | -10.7% |
| 6M | -10.9% | +41.3% | -52.2% | -23.0% |
| YTD | -18.5% | +8.1% | -26.6% | -21.4% |
| 1Y | +0.2% | +9.6% | -9.5% | -4.2% |
| 3Y | -19.8% | +15.0% | -34.8% | -30.0% |
| 5Y | +18.7% | +76.2% | -57.5% | -28.9% |
| All | +18.7% | +79.1% | -60.4% | -28.9% |
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