+782.2%
STLD vs ARMK
+131.1%
+651.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +0.2% |
| 7D | -9.7% | +0.9% | -10.6% | -10.0% |
| 30D | -4.5% | -0.4% | -4.2% | -4.5% |
| 3M | -13.1% | -2.0% | -11.1% | -12.7% |
| 6M | -2.8% | +22.0% | -24.7% | -12.3% |
| YTD | +35.3% | +49.6% | -14.3% | +10.4% |
| 1Y | +51.4% | +46.4% | +5.0% | +24.6% |
| 3Y | +117.9% | +103.2% | +14.7% | +49.2% |
| 5Y | +272.6% | +108.1% | +164.5% | +146.8% |
| 10Y | +782.2% | +129.4% | +652.8% | +404.5% |
| All | +782.2% | +131.1% | +651.1% | +404.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling