+28.5%
DECK vs AME
+72.8%
-44.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.6% | +10.6% | +9.2% |
| 7D | +10.4% | -4.4% | +14.8% | +13.4% |
| 30D | +11.1% | -5.9% | +17.0% | +15.2% |
| 3M | -10.8% | -6.5% | -4.2% | -7.4% |
| 6M | -8.7% | +3.2% | -11.9% | -12.8% |
| YTD | -14.0% | +16.0% | -30.0% | -25.4% |
| 1Y | +12.0% | +20.4% | -8.4% | -5.7% |
| 3Y | -10.5% | +68.2% | -78.6% | -44.4% |
| 5Y | +28.5% | +74.4% | -45.9% | -24.8% |
| All | +28.5% | +72.8% | -44.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling