+6,920.8%
DECK vs AJG
+7,660.5%
-739.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.6% |
| 30D | -13.6% | +4.6% | -18.2% | -14.9% |
| 3M | -21.2% | +24.9% | -46.2% | -26.9% |
| 6M | -21.1% | +17.2% | -38.3% | -25.5% |
| YTD | -17.2% | +2.2% | -19.4% | -18.5% |
| 1Y | -30.7% | -11.5% | -19.2% | -28.7% |
| 3Y | -3.4% | +16.7% | -20.1% | -10.7% |
| 5Y | +25.5% | +89.6% | -64.1% | -1.4% |
| 10Y | +714.7% | +512.4% | +202.2% | +362.3% |
| All | +6,920.8% | +7,660.5% | -739.6% | +3,646.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling