+877.2%
DECK vs AMCR
+21.5%
+855.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | +5.8% | -5.3% | +11.1% | +8.6% |
| 30D | +7.9% | +8.7% | -0.9% | +3.4% |
| 3M | -11.4% | -3.3% | -8.1% | -10.1% |
| 6M | -16.6% | +15.1% | -31.6% | -22.3% |
| YTD | -16.4% | +12.4% | -28.8% | -21.8% |
| 1Y | +8.6% | +15.8% | -7.2% | +0.1% |
| 3Y | -15.1% | +16.7% | -31.9% | -23.2% |
| 5Y | +22.9% | -5.1% | +27.9% | +21.9% |
| All | +877.2% | +21.5% | +855.7% | +663.8% |
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