+114.3%
ADI vs STRL
+779.4%
-665.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.1% |
| 7D | -12.8% | -26.9% | +14.1% | -6.9% |
| 30D | -11.3% | -52.7% | +41.3% | +4.2% |
| 3M | -3.4% | -52.8% | +49.5% | +13.3% |
| 6M | -12.0% | -71.5% | +59.5% | +13.6% |
| YTD | +35.3% | -17.4% | +52.7% | +31.1% |
| 1Y | +58.1% | -35.0% | +93.0% | +61.6% |
| 3Y | +127.4% | +239.2% | -111.9% | +36.3% |
| All | +114.3% | +779.4% | -665.1% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling