-62.2%
STLA vs ADVB
-97.5%
+35.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.3% |
| 7D | -4.5% | -13.9% | +9.4% | -4.3% |
| 30D | -3.9% | -68.1% | +64.2% | -1.7% |
| 3M | -20.2% | -73.4% | +53.2% | -18.2% |
| 6M | -42.2% | -70.8% | +28.6% | -41.4% |
| YTD | -59.3% | -66.1% | +6.8% | -59.5% |
| 1Y | -56.1% | -77.5% | +21.4% | -55.0% |
| All | -62.2% | -97.5% | +35.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling