+888.8%
DECK vs ARMK
+114.2%
+774.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | 0.0% |
| 7D | +6.0% | -10.2% | +16.2% | +10.5% |
| 30D | +7.4% | -9.3% | +16.7% | +11.4% |
| 3M | -11.7% | -11.4% | -0.3% | -7.9% |
| 6M | -11.0% | +11.6% | -22.6% | -16.0% |
| YTD | -15.4% | +37.5% | -52.8% | -26.9% |
| 1Y | +7.2% | +34.9% | -27.7% | -6.7% |
| 3Y | -11.8% | +83.4% | -95.3% | -33.4% |
| 5Y | +24.3% | +87.9% | -63.6% | -8.4% |
| All | +888.8% | +114.2% | +774.6% | +530.7% |
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