+122.3%
STLD vs ARMK
+96.6%
+25.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +2.9% | +2.7% | +0.3% | +2.0% |
| 30D | -5.6% | -1.5% | -4.1% | -5.2% |
| 3M | -11.7% | -11.6% | -0.2% | -8.3% |
| 6M | -2.8% | +6.7% | -9.5% | -5.3% |
| YTD | +36.4% | +47.4% | -11.0% | +18.5% |
| 1Y | +50.0% | +41.5% | +8.5% | +32.0% |
| 3Y | +122.3% | +95.5% | +26.8% | +87.0% |
| All | +122.3% | +96.6% | +25.7% | +87.0% |
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 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