+636.4%
ADI vs STLA
+46.8%
+589.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +2.6% | +0.4% | +2.3% | +2.4% |
| 30D | -4.6% | -5.2% | +0.6% | -3.2% |
| 3M | -9.5% | -24.9% | +15.4% | -0.3% |
| 6M | +14.8% | -25.2% | +40.0% | +25.8% |
| YTD | +35.8% | -51.4% | +87.2% | +71.0% |
| 1Y | +48.9% | -40.7% | +89.6% | +71.6% |
| 3Y | +115.6% | -66.3% | +181.8% | +194.5% |
| 5Y | +135.1% | -63.2% | +198.3% | +201.8% |
| 10Y | +636.4% | +48.7% | +587.7% | +579.1% |
| All | +636.4% | +46.8% | +589.7% | +579.1% |
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