-73.7%
STLA vs ARMK
+91.9%
-165.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -2.2% |
| 7D | -4.5% | -2.6% | -1.9% | -3.6% |
| 30D | -3.9% | -5.2% | +1.3% | -2.0% |
| 3M | -20.2% | -6.5% | -13.7% | -18.4% |
| 6M | -42.2% | +15.3% | -57.4% | -47.0% |
| YTD | -59.3% | +43.6% | -102.9% | -66.8% |
| 1Y | -56.1% | +42.1% | -98.1% | -64.0% |
| 3Y | -73.7% | +94.0% | -167.7% | -80.7% |
| All | -73.7% | +91.9% | -165.6% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling