+1,459.9%
STLD vs ARMK
+299.4%
+1,160.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.9% | -3.7% | -5.8% |
| 7D | -12.5% | -10.2% | -2.3% | -8.0% |
| 30D | -6.8% | -9.3% | +2.5% | -2.6% |
| 3M | -16.4% | -11.4% | -5.0% | -12.0% |
| 6M | -6.1% | +11.6% | -17.7% | -11.6% |
| YTD | +32.0% | +37.5% | -5.5% | +12.4% |
| 1Y | +45.5% | +34.9% | +10.6% | +24.8% |
| 3Y | +106.5% | +83.4% | +23.1% | +49.3% |
| 5Y | +267.2% | +87.9% | +179.3% | +157.3% |
| 10Y | +878.9% | +117.0% | +761.9% | +469.2% |
| All | +1,459.9% | +299.4% | +1,160.5% | +694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling