+296.4%
ARM vs STLA
-65.7%
+362.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.4% |
| 7D | +5.5% | +2.6% | +2.9% | +4.4% |
| 30D | -8.2% | -1.2% | -6.9% | -8.1% |
| 3M | -35.9% | -24.8% | -11.2% | -28.4% |
| 6M | +103.1% | -25.6% | +128.7% | +126.3% |
| YTD | +130.6% | -48.9% | +179.6% | +190.9% |
| 1Y | +86.1% | -38.8% | +124.8% | +109.2% |
| All | +296.4% | -65.7% | +362.1% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling