+888.8%
DECK vs ALM
+1,978.4%
-1,089.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.0% | -1.2% |
| 7D | +6.0% | -14.5% | +20.5% | +6.6% |
| 30D | +7.4% | -39.0% | +46.5% | +9.2% |
| 3M | -11.7% | -40.3% | +28.6% | -10.4% |
| 6M | -11.0% | -60.3% | +49.3% | -8.7% |
| YTD | -15.4% | -9.8% | -5.6% | -16.0% |
| 1Y | +7.2% | +30.8% | -23.5% | +4.9% |
| 3Y | -11.8% | +772.4% | -784.3% | -20.8% |
| 5Y | +24.3% | +390.7% | -366.4% | +12.5% |
| All | +888.8% | +1,978.4% | -1,089.6% | +806.4% |
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