+640.7%
ADI vs STRL
+3,816.9%
-3,176.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +13.4% | +23.4% | -10.1% | +8.0% |
| 30D | -1.3% | -39.5% | +38.2% | +9.5% |
| 3M | +6.8% | -45.1% | +51.8% | +20.7% |
| 6M | -1.9% | -64.6% | +62.7% | +20.3% |
| YTD | +52.3% | -1.5% | +53.8% | +42.4% |
| 1Y | +71.6% | -20.8% | +92.4% | +67.8% |
| 3Y | +148.9% | +353.1% | -204.2% | +50.8% |
| 5Y | +140.8% | +942.9% | -802.1% | +14.3% |
| All | +640.7% | +3,816.9% | -3,176.2% | +160.8% |
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