+888.8%
DECK vs AME
+429.3%
+459.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +2.5% |
| 7D | +6.0% | -11.4% | +17.5% | +14.5% |
| 30D | +7.4% | -12.1% | +19.6% | +16.4% |
| 3M | -11.7% | -12.3% | +0.7% | -4.4% |
| 6M | -11.0% | -4.6% | -6.3% | -9.8% |
| YTD | -15.4% | +9.1% | -24.5% | -22.4% |
| 1Y | +7.2% | +13.3% | -6.0% | -4.3% |
| 3Y | -11.8% | +58.2% | -70.0% | -38.8% |
| 5Y | +24.3% | +63.4% | -39.1% | -16.1% |
| All | +888.8% | +429.3% | +459.5% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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