+28.5%
DECK vs ARMK
+101.6%
-73.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.2% | +10.1% | +7.9% |
| 7D | +10.4% | -5.8% | +16.2% | +13.3% |
| 30D | +11.1% | -5.3% | +16.3% | +13.5% |
| 3M | -10.8% | -6.7% | -4.0% | -8.6% |
| 6M | -8.7% | +17.4% | -26.1% | -17.3% |
| YTD | -14.0% | +43.0% | -57.1% | -30.0% |
| 1Y | +12.0% | +40.3% | -28.3% | -7.9% |
| 3Y | -10.5% | +90.8% | -101.3% | -39.5% |
| 5Y | +28.5% | +102.2% | -73.7% | -21.8% |
| All | +28.5% | +101.6% | -73.1% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling