+878.3%
DECK vs AMCR
+109.6%
+768.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | +0.5% |
| 7D | +6.0% | -2.7% | +8.8% | +7.1% |
| 30D | +7.4% | +9.7% | -2.3% | +3.8% |
| 3M | -11.7% | -2.6% | -9.0% | -10.9% |
| 6M | -11.0% | +25.6% | -36.6% | -18.0% |
| YTD | -15.4% | +14.9% | -30.2% | -19.9% |
| 1Y | +7.2% | +20.5% | -13.3% | -0.2% |
| 3Y | -11.8% | +18.6% | -30.4% | -17.9% |
| 5Y | +24.3% | -3.0% | +27.3% | +23.2% |
| 10Y | +907.5% | +24.2% | +883.4% | +769.6% |
| All | +878.3% | +109.6% | +768.7% | +715.3% |
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