+636.4%
ADI vs STRL
+7,055.3%
-6,418.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +2.6% | +8.2% | -5.6% | +0.8% |
| 30D | -4.6% | -6.3% | +1.7% | -3.4% |
| 3M | -9.5% | -41.2% | +31.7% | +0.4% |
| 6M | +14.8% | +20.4% | -5.5% | +4.9% |
| YTD | +35.8% | +61.7% | -25.9% | +15.1% |
| 1Y | +48.9% | +72.7% | -23.8% | +22.4% |
| 3Y | +115.6% | +530.9% | -415.4% | +23.1% |
| 5Y | +135.1% | +2,125.4% | -1,990.3% | -3.3% |
| 10Y | +636.4% | +7,301.3% | -6,664.9% | +132.1% |
| All | +636.4% | +7,055.3% | -6,418.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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