+268.6%
ARM vs STLA
-77.1%
+345.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.2% |
| 7D | +9.1% | -13.8% | +22.9% | +15.0% |
| 30D | -19.9% | -10.5% | -9.4% | -17.1% |
| 3M | -31.6% | -28.9% | -2.8% | -23.2% |
| 6M | -13.9% | -49.7% | +35.9% | +10.7% |
| YTD | +74.3% | -64.9% | +139.2% | +150.7% |
| 1Y | +35.8% | -64.0% | +99.8% | +91.8% |
| 3Y | +268.6% | -77.4% | +346.0% | +561.1% |
| All | +268.6% | -77.1% | +345.7% | +561.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling