Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STRL vs ARMK✓SelectedUSD · ARMKSTRL vs ARMK performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs ARMK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,156.3%
ARMK return
+350.8%
Excess return
+3,805.4%
Maximum drawdown
-80.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioARMKExcessAlpha
1D+5.8%-0.9%+6.6%+6.1%
7D+3.4%-2.4%+5.8%+4.4%
30D-9.2%0.0%-9.3%-9.4%
3M-51.0%+6.7%-57.7%-52.4%
6M+15.8%+38.8%-23.0%+0.6%
YTD+58.9%+55.2%+3.7%+31.2%
1Y+68.5%+46.6%+21.9%+42.2%
3Y+485.2%+112.9%+372.3%+315.9%
5Y+2,005.1%+144.0%+1,861.1%+1,300.8%
10Y+7,118.0%+132.4%+6,985.5%+5,083.6%
All+4,156.3%+350.8%+3,805.4%+2,386.9%

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