+141.2%
ADI vs STRL
+2,010.6%
-1,869.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.1% | +0.3% |
| 7D | +0.4% | +3.4% | -3.0% | -0.3% |
| 30D | -3.8% | -9.2% | +5.4% | -1.9% |
| 3M | -15.3% | -51.0% | +35.8% | -2.1% |
| 6M | +6.7% | +15.8% | -9.1% | -1.8% |
| YTD | +34.8% | +58.9% | -24.1% | +13.9% |
| 1Y | +49.0% | +68.5% | -19.5% | +21.8% |
| 3Y | +108.1% | +485.2% | -377.1% | +13.2% |
| All | +141.2% | +2,010.6% | -1,869.4% | -19.9% |
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