+296.4%
ARM vs STRL
+555.0%
-258.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.8% | -1.8% | +1.7% |
| 7D | +5.5% | +3.4% | +2.1% | +4.1% |
| 30D | -8.2% | -9.2% | +1.1% | -4.8% |
| 3M | -35.9% | -51.0% | +15.1% | -16.7% |
| 6M | +103.1% | +15.8% | +87.3% | +78.6% |
| YTD | +130.6% | +58.9% | +71.8% | +74.4% |
| 1Y | +86.1% | +68.5% | +17.5% | +32.3% |
| All | +296.4% | +555.0% | -258.6% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling