+741.1%
DECK vs APD
+164.4%
+576.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.0% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | -13.6% | +2.1% | -15.7% | -14.5% |
| 3M | -21.2% | +7.2% | -28.4% | -24.2% |
| 6M | -21.1% | +11.2% | -32.3% | -25.9% |
| YTD | -17.2% | +24.4% | -41.6% | -26.5% |
| 1Y | -30.7% | +6.7% | -37.4% | -34.0% |
| 3Y | -3.4% | +9.2% | -12.6% | -11.7% |
| 5Y | +25.5% | +27.4% | -1.8% | +3.2% |
| All | +741.1% | +164.4% | +576.8% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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