+202.9%
STT vs ARMK
+123.7%
+79.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.6% |
| 7D | -2.5% | -2.6% | +0.2% | -1.5% |
| 30D | -5.0% | -5.2% | +0.2% | -3.1% |
| 3M | -10.5% | -6.5% | -4.0% | -8.5% |
| 6M | +10.0% | +15.3% | -5.2% | +2.8% |
| YTD | +30.7% | +43.6% | -12.9% | +11.0% |
| 1Y | +43.8% | +42.1% | +1.7% | +22.6% |
| 3Y | +168.1% | +94.0% | +74.1% | +96.9% |
| 5Y | +101.4% | +96.3% | +5.2% | +44.9% |
| All | +202.9% | +123.7% | +79.2% | +112.1% |
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 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