+49.3%
STT vs ARMK
+44.4%
+4.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | -0.4% | -1.8% | +1.3% | -0.1% |
| 3M | -6.5% | -10.9% | +4.4% | -3.8% |
| 6M | +17.2% | +21.2% | -4.1% | +9.6% |
| YTD | +38.2% | +47.0% | -8.8% | +19.7% |
| 1Y | +49.3% | +42.9% | +6.4% | +31.0% |
| All | +49.3% | +44.4% | +4.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling