-52.6%
STLA vs ARMK
+41.1%
-93.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.2% | +8.0% | +5.0% |
| 7D | -0.6% | -5.8% | +5.2% | +1.1% |
| 30D | +3.6% | -5.3% | +8.8% | +5.0% |
| 3M | -20.6% | -6.7% | -13.9% | -19.4% |
| 6M | -34.3% | +17.4% | -51.7% | -40.5% |
| YTD | -57.3% | +43.0% | -100.3% | -65.7% |
| 1Y | -52.6% | +40.3% | -93.0% | -61.5% |
| All | -52.6% | +41.1% | -93.8% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling