-12.8%
DECK vs ALM
+901.7%
-914.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.2% | +4.8% | +5.9% |
| 7D | +10.4% | -6.4% | +16.8% | +10.6% |
| 30D | +11.1% | -35.0% | +46.1% | +12.8% |
| 3M | -10.8% | -33.8% | +23.0% | -9.8% |
| 6M | -8.7% | -55.0% | +46.3% | -6.6% |
| YTD | -14.0% | -0.2% | -13.8% | -14.9% |
| 1Y | +12.0% | +41.8% | -29.7% | +9.2% |
| All | -12.8% | +901.7% | -914.5% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling