+3,667.8%
STRL vs ADM
+98.0%
+3,569.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | -26.9% | -9.0% | -17.9% | -24.3% |
| 30D | -52.7% | -14.0% | -38.7% | -49.9% |
| 3M | -52.8% | -9.2% | -43.7% | -51.5% |
| 6M | -71.5% | -9.2% | -62.3% | -70.8% |
| YTD | -17.4% | +24.2% | -41.7% | -26.1% |
| 1Y | -35.0% | +27.0% | -61.9% | -42.6% |
| 3Y | +239.2% | +6.6% | +232.6% | +207.7% |
| 5Y | +830.2% | +25.0% | +805.2% | +618.4% |
| All | +3,667.8% | +98.0% | +3,569.8% | +1,890.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling