-63.6%
STLA vs ADVB
-97.4%
+33.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.7% |
| 7D | -4.9% | -4.1% | -0.8% | -4.8% |
| 30D | -4.9% | -60.3% | +55.4% | -3.2% |
| 3M | -23.7% | -73.3% | +49.7% | -21.7% |
| 6M | -45.0% | -65.9% | +21.0% | -44.5% |
| YTD | -60.9% | -63.9% | +3.0% | -61.1% |
| 1Y | -58.9% | -74.1% | +15.3% | -58.2% |
| All | -63.6% | -97.4% | +33.7% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling