+1,907.8%
STX vs ARMK
+132.6%
+1,775.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -17.3% | -0.7% | -16.6% | -16.9% |
| 30D | -35.9% | -1.3% | -34.6% | -35.4% |
| 3M | -37.3% | -2.5% | -34.8% | -36.7% |
| 6M | -35.8% | +20.8% | -56.6% | -39.3% |
| YTD | +82.7% | +48.2% | +34.6% | +61.8% |
| 1Y | +71.6% | +45.7% | +25.9% | +52.4% |
| 3Y | +635.3% | +96.6% | +538.7% | +491.5% |
| 5Y | +483.8% | +106.6% | +377.2% | +356.8% |
| All | +1,907.8% | +132.6% | +1,775.3% | +1,536.8% |
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 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