+465.1%
STM vs ARMK
+131.4%
+333.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | +2.7% | +9.3% | +10.8% |
| 30D | -0.4% | -1.5% | +1.1% | +0.8% |
| 3M | -13.2% | -11.6% | -1.6% | -8.1% |
| 6M | -26.1% | +6.7% | -32.8% | -28.1% |
| YTD | +81.2% | +47.4% | +33.8% | +53.5% |
| 1Y | +98.3% | +41.5% | +56.8% | +70.9% |
| 3Y | +16.7% | +95.5% | -78.8% | -13.0% |
| 5Y | -4.8% | +108.4% | -113.2% | -31.4% |
| All | +465.1% | +131.4% | +333.7% | +314.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling