+923.3%
DECK vs ARMK
+122.3%
+801.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.2% | +10.1% | +7.6% |
| 7D | +10.4% | -5.8% | +16.2% | +12.9% |
| 30D | +11.1% | -5.3% | +16.3% | +13.2% |
| 3M | -10.8% | -6.7% | -4.0% | -8.9% |
| 6M | -8.7% | +17.4% | -26.1% | -15.6% |
| YTD | -14.0% | +43.0% | -57.1% | -27.0% |
| 1Y | +12.0% | +40.3% | -28.3% | -4.0% |
| 3Y | -10.5% | +90.8% | -101.3% | -33.4% |
| 5Y | +28.5% | +102.2% | -73.7% | -8.0% |
| 10Y | +923.3% | +125.8% | +797.5% | +538.8% |
| All | +923.3% | +122.3% | +801.0% | +538.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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