+3,877.1%
STRL vs ARMK
+130.7%
+3,746.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | +7.1% | +2.8% | +4.3% | +6.2% |
| 30D | -39.4% | -1.8% | -37.6% | -38.2% |
| 3M | -43.0% | -10.9% | -32.1% | -39.3% |
| 6M | -65.0% | +21.2% | -86.2% | -67.6% |
| YTD | -0.8% | +47.0% | -47.8% | -15.5% |
| 1Y | -20.3% | +42.9% | -63.2% | -31.4% |
| 3Y | +356.5% | +95.0% | +261.5% | +238.4% |
| 5Y | +952.8% | +106.2% | +846.6% | +653.3% |
| 10Y | +3,877.1% | +131.6% | +3,745.5% | +3,015.7% |
| All | +3,877.1% | +130.7% | +3,746.4% | +3,015.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling