+99.6%
STM vs ARMK
+47.4%
+52.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.3% |
| 7D | +5.8% | -2.4% | +8.2% | +7.0% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | -33.3% | +6.7% | -39.9% | -35.5% |
| 6M | +57.4% | +38.8% | +18.5% | +30.8% |
| YTD | +102.2% | +55.2% | +47.0% | +60.8% |
| 1Y | +99.6% | +46.6% | +53.0% | +61.5% |
| All | +99.6% | +47.4% | +52.2% | +61.5% |
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