+653.2%
ADI vs STLA
+0.5%
+652.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +5.3% |
| 7D | +0.7% | -11.6% | +12.3% | +5.3% |
| 30D | +0.7% | -6.2% | +6.9% | +2.4% |
| 3M | +6.5% | -24.6% | +31.1% | +16.3% |
| 6M | -2.7% | -44.9% | +42.2% | +18.7% |
| YTD | +52.2% | -62.3% | +114.4% | +108.6% |
| 1Y | +77.5% | -61.8% | +139.3% | +141.6% |
| 3Y | +148.8% | -75.3% | +224.1% | +280.6% |
| 5Y | +142.9% | -72.5% | +215.4% | +244.6% |
| 10Y | +653.2% | +0.8% | +652.5% | +676.6% |
| All | +653.2% | +0.5% | +652.7% | +676.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling