+781.3%
DECK vs AMCR
+20.2%
+761.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | -0.8% | -8.5% | +7.7% | +3.5% |
| 30D | +4.9% | +6.8% | -1.9% | +1.5% |
| 3M | -5.8% | -5.0% | -0.8% | -3.5% |
| 6M | -8.6% | +13.9% | -22.4% | -14.3% |
| YTD | -14.7% | +11.2% | -26.0% | -19.9% |
| 1Y | +6.9% | +11.3% | -4.5% | +0.4% |
| 3Y | -16.2% | +15.4% | -31.6% | -23.7% |
| 5Y | +25.3% | -7.7% | +33.0% | +26.0% |
| 10Y | +781.3% | +20.2% | +761.1% | +586.5% |
| All | +781.3% | +20.2% | +761.1% | +586.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling