+162.2%
ARM vs STLA
-72.6%
+234.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.5% | -8.6% | -11.4% |
| 7D | -27.1% | -5.5% | -21.6% | -25.5% |
| 30D | -44.9% | -3.7% | -41.2% | -44.2% |
| 3M | -39.3% | -21.1% | -18.1% | -34.2% |
| 6M | -20.2% | -38.3% | +18.2% | -4.4% |
| YTD | +52.5% | -59.2% | +111.7% | +108.3% |
| 1Y | +4.1% | -56.7% | +60.8% | +36.8% |
| 3Y | +211.7% | -74.3% | +286.0% | +421.7% |
| All | +162.2% | -72.6% | +234.8% | +322.4% |
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