-9.7%
STZ vs ARMK
+131.6%
-141.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.3% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | -6.2% | +6.7% | -12.9% | -7.9% |
| 6M | -14.0% | +38.8% | -52.8% | -21.5% |
| YTD | -5.1% | +55.2% | -60.3% | -16.0% |
| 1Y | -9.6% | +46.6% | -56.2% | -18.9% |
| 3Y | -47.2% | +112.9% | -160.1% | -57.9% |
| 5Y | -33.6% | +144.0% | -177.5% | -50.1% |
| All | -9.7% | +131.6% | -141.3% | -32.5% |
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