+148.0%
STZ vs ARMK
+299.4%
-151.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | +0.4% |
| 7D | +11.8% | -10.2% | +22.0% | +14.7% |
| 30D | +26.0% | -9.3% | +35.3% | +28.7% |
| 3M | +11.5% | -11.4% | +22.9% | +14.4% |
| 6M | -2.0% | +11.6% | -13.6% | -5.7% |
| YTD | +7.9% | +37.5% | -29.6% | -2.2% |
| 1Y | +13.9% | +34.9% | -21.0% | +3.7% |
| 3Y | -35.8% | +83.4% | -119.3% | -47.2% |
| 5Y | -28.4% | +87.9% | -116.3% | -42.7% |
| 10Y | +7.1% | +117.0% | -109.9% | -22.5% |
| All | +148.0% | +299.4% | -151.4% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling