+43.6%
ADP vs STRL
+340.9%
-297.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.2% | -19.8% | +23.0% | +2.2% |
| 30D | +12.8% | -43.6% | +56.3% | +10.0% |
| 3M | +12.3% | -45.2% | +57.5% | +9.6% |
| 6M | +45.4% | -65.7% | +111.1% | +40.6% |
| YTD | +21.4% | -5.4% | +26.8% | +16.1% |
| 1Y | +23.7% | -24.7% | +48.4% | +19.2% |
| 3Y | +43.6% | +335.0% | -291.4% | +26.2% |
| All | +43.6% | +340.9% | -297.2% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling