+53.2%
ADP vs STRL
+2,010.6%
-1,957.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.8% | -2.1% |
| 7D | -3.4% | +3.4% | -6.8% | -3.4% |
| 30D | +2.8% | -9.2% | +12.0% | +2.8% |
| 3M | +20.9% | -51.0% | +72.0% | +22.5% |
| 6M | +29.9% | +15.8% | +14.1% | +25.0% |
| YTD | +9.6% | +58.9% | -49.2% | +2.6% |
| 1Y | -5.3% | +68.5% | -73.8% | -12.8% |
| 3Y | +16.5% | +485.2% | -468.7% | -11.4% |
| All | +53.2% | +2,010.6% | -1,957.4% | -14.7% |
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