+199.6%
ARM vs STRL
+293.7%
-94.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.6% | -3.4% |
| 7D | +9.1% | +15.7% | -6.5% | +2.7% |
| 30D | -19.9% | -35.5% | +15.5% | -5.0% |
| 3M | -31.6% | -47.1% | +15.5% | -12.2% |
| 6M | -13.9% | -65.8% | +51.9% | +28.8% |
| YTD | +74.3% | -4.5% | +78.8% | +61.2% |
| 1Y | +35.8% | -10.5% | +46.3% | +28.0% |
| 3Y | +268.6% | +340.6% | -72.0% | +71.6% |
| All | +199.6% | +293.7% | -94.1% | +38.9% |
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