-62.3%
STLA vs ADVB
-97.4%
+35.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.8% | -0.3% |
| 7D | -6.4% | -1.2% | -5.2% | -6.4% |
| 30D | -1.3% | -61.4% | +60.1% | +0.5% |
| 3M | -19.9% | -67.8% | +47.9% | -18.2% |
| 6M | -42.9% | -66.9% | +24.0% | -42.4% |
| YTD | -59.4% | -64.9% | +5.5% | -59.6% |
| 1Y | -56.8% | -74.8% | +17.9% | -56.1% |
| All | -62.3% | -97.4% | +35.2% | -48.8% |
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