+504.0%
STRL vs ARMK
+114.7%
+389.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.2% |
| 7D | +3.4% | -2.4% | +5.8% | +4.6% |
| 30D | -9.2% | 0.0% | -9.3% | -9.3% |
| 3M | -51.0% | +6.7% | -57.7% | -52.6% |
| 6M | +15.8% | +38.8% | -23.0% | -1.3% |
| YTD | +58.9% | +55.2% | +3.7% | +27.9% |
| 1Y | +68.5% | +46.6% | +21.9% | +39.2% |
| All | +504.0% | +114.7% | +389.3% | +296.4% |
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