-12.8%
DECK vs APD
+16.8%
-29.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.4% |
| 7D | +10.4% | +3.8% | +6.6% | +9.1% |
| 30D | +11.1% | +14.1% | -3.0% | +6.7% |
| 3M | -10.8% | +8.2% | -19.0% | -12.9% |
| 6M | -8.7% | +7.5% | -16.3% | -10.9% |
| YTD | -14.0% | +31.7% | -45.7% | -21.9% |
| 1Y | +12.0% | +35.1% | -23.0% | +0.4% |
| All | -12.8% | +16.8% | -29.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling