+3,988.2%
STRL vs ADM
+100.2%
+3,888.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.2% | +15.2% | +15.0% |
| 7D | -13.3% | -7.8% | -5.5% | -10.7% |
| 30D | -43.3% | -12.6% | -30.8% | -40.4% |
| 3M | -46.9% | -8.2% | -38.6% | -45.6% |
| 6M | -65.6% | -8.9% | -56.7% | -64.8% |
| YTD | -5.1% | +24.0% | -29.1% | -15.0% |
| 1Y | -23.1% | +26.2% | -49.2% | -32.0% |
| 3Y | +346.8% | +7.0% | +339.8% | +303.4% |
| 5Y | +907.2% | +24.9% | +882.3% | +674.8% |
| 10Y | +3,988.2% | +102.6% | +3,885.5% | +2,060.6% |
| All | +3,988.2% | +100.2% | +3,888.0% | +2,060.6% |
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