+239.2%
STRL vs ARMK
+91.9%
+147.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +0.9% |
| 7D | -26.9% | -2.6% | -24.3% | -25.2% |
| 30D | -52.7% | -5.2% | -47.5% | -50.7% |
| 3M | -52.8% | -6.5% | -46.3% | -50.6% |
| 6M | -71.5% | +15.3% | -86.7% | -73.0% |
| YTD | -17.4% | +43.6% | -61.0% | -29.4% |
| 1Y | -35.0% | +42.1% | -77.0% | -44.3% |
| 3Y | +239.2% | +94.0% | +145.2% | +155.3% |
| All | +239.2% | +91.9% | +147.3% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling