+296.4%
ARM vs DECK
-4.2%
+300.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.4% | +3.4% |
| 7D | +5.5% | -2.2% | +7.7% | +6.3% |
| 30D | -8.2% | -13.6% | +5.4% | -3.6% |
| 3M | -35.9% | -21.2% | -14.7% | -30.9% |
| 6M | +103.1% | -21.1% | +124.2% | +117.9% |
| YTD | +130.6% | -17.2% | +147.8% | +140.9% |
| 1Y | +86.1% | -30.7% | +116.8% | +106.8% |
| All | +296.4% | -4.2% | +300.6% | +343.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling