+856.8%
DECK vs AMCR
+106.4%
+750.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -2.2% | -1.9% | -0.4% | -1.6% |
| 30D | -13.6% | -4.1% | -9.5% | -12.3% |
| 3M | -21.2% | +21.7% | -42.9% | -26.6% |
| 6M | -21.1% | +1.5% | -22.6% | -21.8% |
| YTD | -17.2% | +13.1% | -30.4% | -21.2% |
| 1Y | -30.7% | +16.5% | -47.3% | -34.7% |
| 3Y | -3.4% | +10.3% | -13.6% | -7.9% |
| 5Y | +25.5% | -7.7% | +33.2% | +26.3% |
| 10Y | +714.7% | +24.6% | +690.0% | +608.3% |
| All | +856.8% | +106.4% | +750.4% | +702.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling