+10.3%
STM vs ARMK
+100.8%
-90.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.9% |
| 7D | -7.9% | -0.7% | -7.2% | -7.3% |
| 30D | -14.1% | -1.3% | -12.8% | -13.0% |
| 3M | -17.6% | -2.5% | -15.1% | -16.3% |
| 6M | -24.2% | +20.8% | -45.0% | -32.1% |
| YTD | +73.3% | +48.2% | +25.1% | +38.8% |
| 1Y | +90.1% | +45.7% | +44.4% | +53.5% |
| 3Y | +10.3% | +96.6% | -86.2% | -20.5% |
| All | +10.3% | +100.8% | -90.4% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling