-25.9%
STRL vs ADVB
-76.7%
+50.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.5% | -16.9% | -21.3% |
| 7D | -27.1% | -29.5% | +2.5% | -26.0% |
| 30D | -45.8% | -66.9% | +21.1% | -43.8% |
| 3M | -47.6% | -73.7% | +26.1% | -45.6% |
| 6M | -46.4% | -64.8% | +18.3% | -46.6% |
| YTD | -7.4% | -64.0% | +56.7% | -6.6% |
| 1Y | -25.9% | -77.0% | +51.1% | -19.4% |
| All | -25.9% | -76.7% | +50.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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