+86.1%
ARM vs DECK
-30.4%
+116.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.4% | +3.6% |
| 7D | +5.5% | -2.2% | +7.7% | +5.9% |
| 30D | -8.2% | -13.6% | +5.4% | -5.6% |
| 3M | -35.9% | -21.2% | -14.7% | -32.8% |
| 6M | +103.1% | -21.1% | +124.2% | +107.9% |
| YTD | +130.6% | -17.2% | +147.8% | +136.1% |
| 1Y | +86.1% | -30.7% | +116.8% | +99.6% |
| All | +86.1% | -30.4% | +116.5% | +99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling