-39.8%
STLA vs ARMK
+50.1%
-89.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.6% |
| 7D | +0.7% | +1.7% | -0.9% | +0.1% |
| 30D | -2.4% | +3.1% | -5.5% | -3.9% |
| 3M | -23.9% | +9.2% | -33.1% | -27.5% |
| 6M | -24.6% | +43.7% | -68.3% | -37.8% |
| YTD | -50.5% | +57.4% | -107.9% | -61.7% |
| 1Y | -39.8% | +51.9% | -91.7% | -52.6% |
| All | -39.8% | +50.1% | -89.9% | -52.6% |
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 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