+463.1%
STM vs ARMK
+130.7%
+332.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +1.4% | +2.8% | -1.3% | +0.5% |
| 30D | -8.4% | -1.8% | -6.6% | -7.2% |
| 3M | -15.8% | -10.9% | -4.9% | -11.2% |
| 6M | -22.8% | +21.2% | -44.1% | -29.1% |
| YTD | +79.4% | +47.0% | +32.3% | +52.2% |
| 1Y | +97.0% | +42.9% | +54.1% | +69.1% |
| 3Y | +14.2% | +95.0% | -80.8% | -14.8% |
| 5Y | -4.5% | +106.2% | -110.7% | -30.8% |
| 10Y | +463.1% | +131.6% | +331.5% | +313.8% |
| All | +463.1% | +130.7% | +332.4% | +313.8% |
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