-1.8%
DECK vs AME
+50.7%
-52.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +0.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.6% |
| 30D | -13.6% | -6.7% | -6.9% | -10.1% |
| 3M | -21.2% | +4.1% | -25.3% | -24.0% |
| 6M | -21.1% | +1.6% | -22.7% | -22.8% |
| YTD | -17.2% | +16.1% | -33.4% | -26.0% |
| 1Y | -30.7% | +27.3% | -58.1% | -42.0% |
| All | -1.8% | +50.7% | -52.5% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling