+214.0%
ARM vs STRL
+222.3%
-8.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -13.9% | +0.8% | -7.4% |
| 7D | -27.1% | -34.6% | +7.5% | -13.9% |
| 30D | -44.9% | -56.7% | +11.8% | -23.2% |
| 3M | -39.3% | -54.4% | +15.1% | -17.1% |
| 6M | -20.2% | -69.7% | +49.5% | +26.1% |
| YTD | +52.5% | -20.2% | +72.7% | +52.0% |
| 1Y | +4.1% | -40.6% | +44.6% | +17.1% |
| All | +214.0% | +222.3% | -8.4% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling