-25.9%
STRL vs ADM
+29.8%
-55.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.3% | -21.8% | -21.5% |
| 7D | -27.1% | -8.3% | -18.8% | -26.4% |
| 30D | -45.8% | -14.1% | -31.7% | -44.6% |
| 3M | -47.6% | -10.7% | -36.9% | -47.1% |
| 6M | -46.4% | -5.9% | -40.5% | -46.6% |
| YTD | -7.4% | +25.8% | -33.1% | +0.7% |
| 1Y | -25.9% | +21.3% | -47.1% | -20.9% |
| All | -25.9% | +29.8% | -55.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling