-24.7%
STRL vs ARMK
+44.7%
-69.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.4% |
| 7D | -19.8% | -0.7% | -19.1% | -18.7% |
| 30D | -43.6% | -1.3% | -42.2% | -42.3% |
| 3M | -45.2% | -2.5% | -42.7% | -43.5% |
| 6M | -65.7% | +20.8% | -86.5% | -67.6% |
| YTD | -5.4% | +48.2% | -53.6% | -12.1% |
| 1Y | -24.7% | +45.7% | -70.4% | -30.0% |
| All | -24.7% | +44.7% | -69.4% | -30.0% |
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