+0.8%
STLA vs ARMK
+130.7%
-130.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | -11.6% | +2.8% | -14.4% | -12.6% |
| 30D | -6.2% | -1.8% | -4.4% | -5.8% |
| 3M | -24.6% | -10.9% | -13.7% | -21.4% |
| 6M | -44.9% | +21.2% | -66.1% | -49.5% |
| YTD | -62.3% | +47.0% | -109.3% | -68.0% |
| 1Y | -61.8% | +42.9% | -104.7% | -67.2% |
| 3Y | -75.3% | +95.0% | -170.3% | -81.4% |
| 5Y | -72.5% | +106.2% | -178.7% | -79.9% |
| 10Y | +0.8% | +131.6% | -130.9% | -22.6% |
| All | +0.8% | +130.7% | -130.0% | -22.6% |
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