+779.5%
STM vs ARMK
+350.8%
+428.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.2% |
| 7D | +5.8% | -2.4% | +8.2% | +6.8% |
| 30D | -1.0% | 0.0% | -1.0% | -1.2% |
| 3M | -33.3% | +6.7% | -39.9% | -35.2% |
| 6M | +57.4% | +38.8% | +18.5% | +36.2% |
| YTD | +102.2% | +55.2% | +47.0% | +67.0% |
| 1Y | +99.6% | +46.6% | +53.0% | +68.5% |
| 3Y | +14.5% | +112.9% | -98.4% | -17.9% |
| 5Y | +21.4% | +144.0% | -122.6% | -18.1% |
| 10Y | +695.0% | +132.4% | +562.5% | +439.9% |
| All | +779.5% | +350.8% | +428.6% | +396.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling