+174.6%
ARM vs STRL
+240.4%
-65.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.3% | +3.3% |
| 7D | -15.2% | -26.9% | +11.7% | -4.4% |
| 30D | -40.7% | -52.7% | +12.0% | -20.1% |
| 3M | -39.1% | -52.8% | +13.8% | -17.9% |
| 6M | -26.4% | -71.5% | +45.1% | +18.6% |
| YTD | +59.7% | -17.4% | +77.2% | +56.9% |
| 1Y | +10.3% | -35.0% | +45.3% | +19.4% |
| 3Y | +228.9% | +239.2% | -10.4% | +64.0% |
| All | +174.6% | +240.4% | -65.8% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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