+3.0%
STZ vs ARMK
+114.2%
-111.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | +0.3% |
| 7D | +11.8% | -10.2% | +22.0% | +14.6% |
| 30D | +26.0% | -9.3% | +35.3% | +28.6% |
| 3M | +11.5% | -11.4% | +22.9% | +14.4% |
| 6M | -2.0% | +11.6% | -13.6% | -5.6% |
| YTD | +7.9% | +37.5% | -29.6% | -2.0% |
| 1Y | +13.9% | +34.9% | -21.0% | +4.0% |
| 3Y | -35.8% | +83.4% | -119.3% | -46.9% |
| 5Y | -28.4% | +87.9% | -116.3% | -42.4% |
| All | +3.0% | +114.2% | -111.2% | -22.6% |
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