-1.8%
DECK vs APD
+9.1%
-10.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.9% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | -13.6% | +2.1% | -15.7% | -14.1% |
| 3M | -21.2% | +7.2% | -28.4% | -23.0% |
| 6M | -21.1% | +11.2% | -32.3% | -24.3% |
| YTD | -17.2% | +24.4% | -41.6% | -23.6% |
| 1Y | -30.7% | +6.7% | -37.4% | -32.8% |
| All | -1.8% | +9.1% | -10.9% | -7.3% |
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 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