+9,125.5%
ADP vs STRL
+9,673.6%
-548.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.9% | +15.0% | +1.6% |
| 7D | +7.4% | -34.6% | +42.0% | +8.6% |
| 30D | +17.1% | -56.7% | +73.7% | +19.9% |
| 3M | +14.4% | -54.4% | +68.9% | +16.8% |
| 6M | +47.9% | -69.7% | +117.6% | +52.1% |
| YTD | +22.1% | -20.2% | +42.3% | +20.5% |
| 1Y | +21.8% | -40.6% | +62.3% | +21.3% |
| 3Y | +50.5% | +221.7% | -171.2% | +39.2% |
| 5Y | +49.6% | +799.0% | -749.4% | +32.7% |
| 10Y | +329.3% | +3,451.5% | -3,122.2% | +260.6% |
| All | +9,125.5% | +9,673.6% | -548.1% | +7,462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling