+2,866.9%
STX vs ARMK
+350.8%
+2,516.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +2.4% | -2.4% | +4.8% | +3.1% |
| 30D | +1.4% | 0.0% | +1.4% | +1.4% |
| 3M | -8.2% | +6.7% | -14.9% | -10.1% |
| 6M | +127.0% | +38.8% | +88.2% | +105.1% |
| YTD | +209.1% | +55.2% | +154.0% | +168.7% |
| 1Y | +365.4% | +46.6% | +318.8% | +310.2% |
| 3Y | +1,135.4% | +112.9% | +1,022.5% | +864.6% |
| 5Y | +991.5% | +144.0% | +847.5% | +710.4% |
| 10Y | +3,695.8% | +132.4% | +3,563.4% | +2,813.6% |
| All | +2,866.9% | +350.8% | +2,516.1% | +2,100.8% |
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