+1,511.7%
STX vs ARMK
+317.2%
+1,194.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.6% | -2.5% |
| 7D | -28.5% | -2.6% | -25.9% | -27.8% |
| 30D | -42.9% | -5.2% | -37.7% | -41.8% |
| 3M | -45.9% | -6.5% | -39.4% | -44.7% |
| 6M | -41.3% | +15.3% | -56.6% | -43.8% |
| YTD | +67.9% | +43.6% | +24.3% | +49.7% |
| 1Y | +66.5% | +42.1% | +24.5% | +48.6% |
| 3Y | +588.0% | +94.0% | +494.0% | +453.6% |
| 5Y | +449.1% | +96.3% | +352.8% | +334.3% |
| 10Y | +1,982.8% | +126.7% | +1,856.2% | +1,510.4% |
| All | +1,511.7% | +317.2% | +1,194.6% | +1,126.1% |
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 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