+193.0%
ARM vs STRL
+291.4%
-98.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +15.0% | -8.3% | +0.5% |
| 7D | -5.3% | -13.3% | +8.0% | -0.8% |
| 30D | -30.0% | -43.3% | +13.3% | -12.7% |
| 3M | -34.1% | -46.9% | +12.8% | -15.6% |
| 6M | -12.6% | -65.6% | +52.9% | +30.2% |
| YTD | +70.4% | -5.1% | +75.5% | +57.7% |
| 1Y | +22.3% | -23.1% | +45.3% | +22.9% |
| 3Y | +261.2% | +346.8% | -85.7% | +68.0% |
| All | +193.0% | +291.4% | -98.4% | +35.9% |
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