+19.3%
ARM vs STLA
-53.0%
+72.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -5.8% |
| 7D | -18.7% | -0.6% | -18.1% | -18.7% |
| 30D | -36.7% | +3.6% | -40.2% | -37.1% |
| 3M | -31.6% | -20.6% | -11.0% | -29.8% |
| 6M | -5.6% | -34.3% | +28.7% | -0.2% |
| YTD | +75.5% | -57.3% | +132.8% | +77.1% |
| 1Y | +19.3% | -52.6% | +72.0% | +18.6% |
| All | +19.3% | -53.0% | +72.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling