+74.8%
STLA vs ARMK
+317.2%
-242.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -2.0% |
| 7D | -4.5% | -2.6% | -1.9% | -3.6% |
| 30D | -3.9% | -5.2% | +1.3% | -2.1% |
| 3M | -20.2% | -6.5% | -13.7% | -18.5% |
| 6M | -42.2% | +15.3% | -57.4% | -46.0% |
| YTD | -59.3% | +43.6% | -102.9% | -65.4% |
| 1Y | -56.1% | +42.1% | -98.1% | -62.4% |
| 3Y | -73.7% | +94.0% | -167.7% | -80.3% |
| 5Y | -70.3% | +96.3% | -166.5% | -78.2% |
| 10Y | +23.1% | +126.7% | -103.6% | -14.5% |
| All | +74.8% | +317.2% | -242.4% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling