+504.0%
STRL vs ADM
+17.6%
+486.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | +3.8% | -0.4% | +3.0% |
| 30D | -9.2% | +9.8% | -19.0% | -10.2% |
| 3M | -51.0% | +2.1% | -53.2% | -51.1% |
| 6M | +15.8% | +27.5% | -11.7% | +13.9% |
| YTD | +58.9% | +50.2% | +8.7% | +56.1% |
| 1Y | +68.5% | +40.6% | +27.9% | +66.0% |
| All | +504.0% | +17.6% | +486.4% | +515.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling