+2,022.6%
STRL vs ARMK
+144.6%
+1,877.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.2% |
| 7D | +3.4% | -2.4% | +5.8% | +4.7% |
| 30D | -9.2% | 0.0% | -9.3% | -9.4% |
| 3M | -51.0% | +6.7% | -57.7% | -52.8% |
| 6M | +15.8% | +38.8% | -23.0% | -3.0% |
| YTD | +58.9% | +55.2% | +3.7% | +24.6% |
| 1Y | +68.5% | +46.6% | +21.9% | +35.9% |
| 3Y | +485.2% | +112.9% | +372.3% | +270.5% |
| All | +2,022.6% | +144.6% | +1,877.9% | +1,107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling