+6,920.8%
DECK vs AME
+15,221.7%
-8,300.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +0.9% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | -13.6% | -6.7% | -6.9% | -10.9% |
| 3M | -21.2% | +4.1% | -25.3% | -23.1% |
| 6M | -21.1% | +1.6% | -22.7% | -22.0% |
| YTD | -17.2% | +16.1% | -33.4% | -23.2% |
| 1Y | -30.7% | +27.3% | -58.1% | -38.6% |
| 3Y | -3.4% | +50.9% | -54.2% | -20.7% |
| 5Y | +25.5% | +81.4% | -55.8% | -4.6% |
| 10Y | +714.7% | +417.0% | +297.7% | +300.3% |
| All | +6,920.8% | +15,221.7% | -8,300.9% | +1,866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling