-35.8%
STZ vs ARMK
+83.8%
-119.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.1% |
| 7D | +11.8% | -10.2% | +22.0% | +13.5% |
| 30D | +26.0% | -9.3% | +35.3% | +27.5% |
| 3M | +11.5% | -11.4% | +22.9% | +13.3% |
| 6M | -2.0% | +11.6% | -13.6% | -5.1% |
| YTD | +7.9% | +37.5% | -29.6% | -0.5% |
| 1Y | +13.9% | +34.9% | -21.0% | +5.5% |
| All | -35.8% | +83.8% | -119.6% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling