-15.7%
STM vs ARMK
+96.3%
-112.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.5% | 0.0% | +1.6% |
| 7D | -10.7% | -2.6% | -8.1% | -8.9% |
| 30D | -25.7% | -5.2% | -20.5% | -22.8% |
| 3M | -21.6% | -6.5% | -15.1% | -18.1% |
| 6M | -27.8% | +15.3% | -43.1% | -34.2% |
| YTD | +61.8% | +43.6% | +18.2% | +28.9% |
| 1Y | +78.1% | +42.1% | +36.0% | +42.7% |
| 3Y | +4.9% | +94.0% | -89.1% | -33.1% |
| All | -15.7% | +96.3% | -112.0% | -53.0% |
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