+193.0%
ARM vs STLA
-72.7%
+265.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | -5.3% | -6.4% | +1.0% | -3.0% |
| 30D | -30.0% | -1.3% | -28.7% | -29.9% |
| 3M | -34.1% | -19.9% | -14.1% | -29.0% |
| 6M | -12.6% | -42.9% | +30.2% | +7.5% |
| YTD | +70.4% | -59.4% | +129.8% | +133.1% |
| 1Y | +22.3% | -56.8% | +79.1% | +60.9% |
| 3Y | +261.2% | -73.1% | +334.3% | +488.4% |
| All | +193.0% | -72.7% | +265.7% | +372.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling