+21.0%
STM vs ARMK
+144.6%
-123.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.4% |
| 7D | +5.8% | -2.4% | +8.2% | +7.2% |
| 30D | -1.0% | 0.0% | -1.0% | -1.3% |
| 3M | -33.3% | +6.7% | -39.9% | -36.0% |
| 6M | +57.4% | +38.8% | +18.5% | +28.7% |
| YTD | +102.2% | +55.2% | +47.0% | +54.8% |
| 1Y | +99.6% | +46.6% | +53.0% | +57.4% |
| 3Y | +14.5% | +112.9% | -98.4% | -29.4% |
| All | +21.0% | +144.6% | -123.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling