+28.5%
DECK vs APD
+22.2%
+6.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.1% |
| 7D | +10.4% | +3.8% | +6.6% | +8.6% |
| 30D | +11.1% | +14.1% | -3.0% | +4.8% |
| 3M | -10.8% | +8.2% | -19.0% | -13.9% |
| 6M | -8.7% | +7.5% | -16.3% | -12.1% |
| YTD | -14.0% | +31.7% | -45.7% | -25.1% |
| 1Y | +12.0% | +35.1% | -23.0% | -4.3% |
| 3Y | -10.5% | +16.8% | -27.3% | -19.5% |
| 5Y | +28.5% | +19.4% | +9.1% | +1.7% |
| All | +28.5% | +22.2% | +6.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling