+2,022.6%
STRL vs ADM
+62.5%
+1,960.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +3.4% | +3.8% | -0.4% | +2.5% |
| 30D | -9.2% | +9.8% | -19.0% | -11.3% |
| 3M | -51.0% | +2.1% | -53.2% | -51.4% |
| 6M | +15.8% | +27.5% | -11.7% | +9.9% |
| YTD | +58.9% | +50.2% | +8.7% | +46.3% |
| 1Y | +68.5% | +40.6% | +27.9% | +56.7% |
| 3Y | +485.2% | +17.2% | +468.0% | +473.0% |
| All | +2,022.6% | +62.5% | +1,960.0% | +1,507.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling