+201.6%
ARM vs DECK
-0.5%
+202.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.0% | -11.2% | -7.3% |
| 7D | -18.7% | +10.4% | -29.1% | -21.6% |
| 30D | -36.7% | +11.1% | -47.8% | -39.2% |
| 3M | -31.6% | -10.8% | -20.9% | -29.3% |
| 6M | -5.6% | -8.7% | +3.1% | -4.1% |
| YTD | +75.5% | -14.0% | +89.5% | +80.1% |
| 1Y | +19.3% | +12.0% | +7.3% | +9.8% |
| 3Y | +258.6% | -10.5% | +269.0% | +271.9% |
| All | +201.6% | -0.5% | +202.1% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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