-61.7%
STLA vs ARMK
+144.6%
-206.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | +2.6% | -2.4% | +5.0% | +3.8% |
| 30D | -1.2% | 0.0% | -1.3% | -1.8% |
| 3M | -24.8% | +6.7% | -31.4% | -27.9% |
| 6M | -25.6% | +38.8% | -64.4% | -38.3% |
| YTD | -48.9% | +55.2% | -104.1% | -60.4% |
| 1Y | -38.8% | +46.6% | -85.4% | -51.0% |
| 3Y | -64.5% | +112.9% | -177.4% | -77.5% |
| All | -61.7% | +144.6% | -206.3% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling