+741.1%
DECK vs AMCR
+22.3%
+718.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 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% | -1.4% |
| 30D | -13.6% | -4.1% | -9.5% | -11.8% |
| 3M | -21.2% | +21.7% | -42.9% | -28.5% |
| 6M | -21.1% | +1.5% | -22.6% | -22.1% |
| YTD | -17.2% | +13.1% | -30.4% | -22.8% |
| 1Y | -30.7% | +16.5% | -47.3% | -36.2% |
| 3Y | -3.4% | +10.3% | -13.6% | -10.2% |
| 5Y | +25.5% | -7.7% | +33.2% | +26.1% |
| All | +741.1% | +22.3% | +718.8% | +550.1% |
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 2016-09-04 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling