+7,282.2%
STRL vs ARMK
+131.8%
+7,150.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.1% |
| 7D | +3.4% | -2.4% | +5.8% | +4.4% |
| 30D | -9.2% | 0.0% | -9.3% | -9.4% |
| 3M | -51.0% | +6.7% | -57.7% | -52.4% |
| 6M | +15.8% | +38.8% | -23.0% | +0.4% |
| YTD | +58.9% | +55.2% | +3.7% | +30.8% |
| 1Y | +68.5% | +46.6% | +21.9% | +41.8% |
| 3Y | +485.2% | +112.9% | +372.3% | +313.4% |
| 5Y | +2,005.1% | +144.0% | +1,861.1% | +1,290.7% |
| All | +7,282.2% | +131.8% | +7,150.5% | +5,701.6% |
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 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