+518.2%
DECK vs ARMK
+350.8%
+167.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.9% |
| 7D | -2.2% | -2.4% | +0.2% | -1.3% |
| 30D | -13.6% | 0.0% | -13.6% | -13.9% |
| 3M | -21.2% | +6.7% | -27.9% | -23.7% |
| 6M | -21.1% | +38.8% | -59.9% | -31.8% |
| YTD | -17.2% | +55.2% | -72.4% | -31.9% |
| 1Y | -30.7% | +46.6% | -77.4% | -41.7% |
| 3Y | -3.4% | +112.9% | -116.3% | -31.5% |
| 5Y | +25.5% | +144.0% | -118.4% | -16.9% |
| 10Y | +714.7% | +132.4% | +582.2% | +385.3% |
| All | +518.2% | +350.8% | +167.3% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling