+741.1%
DECK vs ALM
+2,950.3%
-2,209.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | -2.2% | -2.6% | +0.4% | -2.1% |
| 30D | -13.6% | +32.0% | -45.6% | -14.5% |
| 3M | -21.2% | -15.0% | -6.2% | -21.1% |
| 6M | -21.1% | -10.1% | -11.0% | -21.4% |
| YTD | -17.2% | +99.4% | -116.7% | -19.9% |
| 1Y | -30.7% | +316.4% | -347.1% | -34.9% |
| 3Y | -3.4% | +2,022.0% | -2,025.3% | -15.9% |
| 5Y | +25.5% | +941.2% | -915.6% | +10.8% |
| All | +741.1% | +2,950.3% | -2,209.2% | +622.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling