+80.8%
STLD vs ARMK
+50.1%
+30.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.2% |
| 30D | -8.4% | +3.1% | -11.6% | -9.1% |
| 3M | -9.9% | +9.2% | -19.1% | -12.3% |
| 6M | +33.0% | +43.7% | -10.6% | +17.4% |
| YTD | +42.6% | +57.4% | -14.8% | +22.1% |
| 1Y | +80.8% | +51.9% | +28.9% | +59.5% |
| All | +80.8% | +50.1% | +30.7% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling