+893.6%
DECK vs AMCR
+121.8%
+771.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.3% | +2.7% | +4.8% |
| 7D | +10.4% | +6.2% | +4.1% | +8.0% |
| 30D | +11.1% | +16.0% | -4.9% | +5.2% |
| 3M | -10.8% | +4.4% | -15.1% | -12.2% |
| 6M | -8.7% | +35.5% | -44.3% | -18.3% |
| YTD | -14.0% | +21.5% | -35.6% | -20.3% |
| 1Y | +12.0% | +30.7% | -18.7% | +1.2% |
| 3Y | -10.5% | +25.5% | -36.0% | -18.3% |
| 5Y | +28.5% | +2.5% | +26.0% | +24.8% |
| 10Y | +923.3% | +31.4% | +891.9% | +765.4% |
| All | +893.6% | +121.8% | +771.8% | +711.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling