-25.9%
STRL vs ARMK
+41.1%
-67.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.2% | -17.3% | -18.5% |
| 7D | -27.1% | -5.8% | -21.2% | -23.5% |
| 30D | -45.8% | -5.3% | -40.5% | -43.2% |
| 3M | -47.6% | -6.7% | -40.9% | -44.6% |
| 6M | -46.4% | +17.4% | -63.8% | -48.2% |
| YTD | -7.4% | +43.0% | -50.4% | -11.9% |
| 1Y | -25.9% | +40.3% | -66.2% | -29.6% |
| All | -25.9% | +41.1% | -67.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling