+2,037.7%
STRL vs ARMK
+299.4%
+1,738.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.9% | -10.0% | -12.1% |
| 7D | -34.6% | -10.2% | -24.4% | -30.9% |
| 30D | -56.7% | -9.3% | -47.4% | -54.4% |
| 3M | -54.4% | -11.4% | -43.0% | -51.6% |
| 6M | -69.7% | +11.6% | -81.3% | -70.9% |
| YTD | -20.2% | +37.5% | -57.7% | -29.9% |
| 1Y | -40.6% | +34.9% | -75.5% | -47.5% |
| 3Y | +221.7% | +83.4% | +138.2% | +146.1% |
| 5Y | +799.0% | +87.9% | +711.1% | +572.9% |
| 10Y | +3,451.5% | +117.0% | +3,334.4% | +2,562.5% |
| All | +2,037.7% | +299.4% | +1,738.3% | +1,229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling