-29.3%
STZ vs ARMK
+106.1%
-135.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -0.9% | +2.8% | -3.7% | -1.5% |
| 30D | +14.9% | -1.8% | +16.7% | +15.0% |
| 3M | +8.4% | -10.9% | +19.3% | +10.7% |
| 6M | +2.8% | +21.2% | -18.4% | -2.3% |
| YTD | +7.5% | +47.0% | -39.5% | -2.5% |
| 1Y | +12.5% | +42.9% | -30.3% | +2.7% |
| 3Y | -35.4% | +95.0% | -130.4% | -46.1% |
| 5Y | -29.3% | +106.2% | -135.5% | -42.6% |
| All | -29.3% | +106.1% | -135.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling