+292.6%
STLD vs ARMK
+144.6%
+148.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +3.1% | -2.4% | +5.6% | +4.2% |
| 30D | -9.0% | 0.0% | -9.0% | -9.2% |
| 3M | -12.4% | +6.7% | -19.0% | -15.0% |
| 6M | +25.5% | +38.8% | -13.3% | +8.4% |
| YTD | +43.6% | +55.2% | -11.6% | +17.9% |
| 1Y | +87.2% | +46.6% | +40.6% | +57.3% |
| 3Y | +135.2% | +112.9% | +22.3% | +62.4% |
| All | +292.6% | +144.6% | +148.0% | +150.2% |
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