+174.6%
ARM vs STLA
-72.7%
+247.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +5.0% | +4.8% |
| 7D | -15.2% | -4.5% | -10.7% | -13.8% |
| 30D | -40.7% | -3.9% | -36.8% | -39.9% |
| 3M | -39.1% | -20.2% | -18.9% | -34.3% |
| 6M | -26.4% | -42.2% | +15.8% | -9.8% |
| YTD | +59.7% | -59.3% | +119.1% | +118.3% |
| 1Y | +10.3% | -56.1% | +66.4% | +43.9% |
| 3Y | +228.9% | -73.7% | +302.5% | +442.6% |
| All | +174.6% | -72.7% | +247.3% | +342.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling