+258.8%
STLD vs ARMK
+96.3%
+162.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -1.5% |
| 7D | -11.1% | -2.6% | -8.5% | -10.1% |
| 30D | -4.8% | -5.2% | +0.4% | -2.7% |
| 3M | -14.6% | -6.5% | -8.0% | -12.4% |
| 6M | -7.4% | +15.3% | -22.7% | -13.8% |
| YTD | +32.6% | +43.6% | -11.0% | +11.3% |
| 1Y | +47.3% | +42.1% | +5.3% | +24.1% |
| 3Y | +107.5% | +94.0% | +13.5% | +46.1% |
| All | +258.8% | +96.3% | +162.5% | +137.5% |
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 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