+50.2%
STLA vs ARMK
+131.8%
-81.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | +2.6% | -2.4% | +5.0% | +3.5% |
| 30D | -1.2% | 0.0% | -1.3% | -1.6% |
| 3M | -24.8% | +6.7% | -31.4% | -27.0% |
| 6M | -25.6% | +38.8% | -64.4% | -35.0% |
| YTD | -48.9% | +55.2% | -104.1% | -57.5% |
| 1Y | -38.8% | +46.6% | -85.4% | -47.8% |
| 3Y | -64.5% | +112.9% | -177.4% | -74.1% |
| 5Y | -62.4% | +144.0% | -206.4% | -74.1% |
| All | +50.2% | +131.8% | -81.5% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling