-67.4%
STLA vs ADVB
-96.8%
+29.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.6% | +22.5% | -0.7% |
| 7D | -13.8% | +27.8% | -41.5% | -14.3% |
| 30D | -10.5% | -50.8% | +40.2% | -9.4% |
| 3M | -28.9% | -70.5% | +41.6% | -27.3% |
| 6M | -49.7% | -46.7% | -3.0% | -50.1% |
| YTD | -64.9% | -56.7% | -8.2% | -65.3% |
| 1Y | -64.0% | -71.8% | +7.7% | -63.4% |
| All | -67.4% | -96.8% | +29.4% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling