+1.1%
STZ vs ARMK
+123.7%
-122.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -2.9% |
| 7D | +4.9% | -2.6% | +7.5% | +5.5% |
| 30D | +20.9% | -5.2% | +26.1% | +22.0% |
| 3M | +8.0% | -6.5% | +14.5% | +9.2% |
| 6M | -5.3% | +15.3% | -20.6% | -9.5% |
| YTD | +5.9% | +43.6% | -37.7% | -4.8% |
| 1Y | +14.2% | +42.1% | -27.8% | +2.8% |
| 3Y | -37.0% | +94.0% | -131.0% | -48.6% |
| 5Y | -29.7% | +96.3% | -126.0% | -44.0% |
| All | +1.1% | +123.7% | -122.6% | -24.9% |
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