+24.6%
DECK vs AMCR
-4.7%
+29.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | 0.0% |
| 7D | +5.8% | -5.3% | +11.1% | +8.8% |
| 30D | +7.9% | +8.7% | -0.9% | +3.0% |
| 3M | -11.4% | -3.3% | -8.1% | -10.0% |
| 6M | -16.6% | +15.1% | -31.6% | -22.8% |
| YTD | -16.4% | +12.4% | -28.8% | -22.5% |
| 1Y | +8.6% | +15.8% | -7.2% | -0.9% |
| 3Y | -15.1% | +16.7% | -31.9% | -24.6% |
| All | +24.6% | -4.7% | +29.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling