-30.7%
DECK vs AMCR
+11.5%
-42.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.5% |
| 7D | -2.2% | -3.3% | +1.0% | -0.3% |
| 30D | -13.6% | -5.4% | -8.1% | -10.7% |
| 3M | -21.2% | +20.0% | -41.2% | -29.2% |
| 6M | -21.1% | 0.0% | -21.1% | -22.7% |
| YTD | -17.2% | +11.5% | -28.7% | -26.2% |
| 1Y | -30.7% | +11.4% | -42.1% | -39.3% |
| All | -30.7% | +11.5% | -42.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling