-64.6%
STLA vs ARMK
+114.7%
-179.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | +2.6% | -2.4% | +5.0% | +3.7% |
| 30D | -1.2% | 0.0% | -1.3% | -1.7% |
| 3M | -24.8% | +6.7% | -31.4% | -27.6% |
| 6M | -25.6% | +38.8% | -64.4% | -37.4% |
| YTD | -48.9% | +55.2% | -104.1% | -59.6% |
| 1Y | -38.8% | +46.6% | -85.4% | -50.1% |
| All | -64.6% | +114.7% | -179.3% | -75.7% |
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