-20.3%
STRL vs ADVB
-73.0%
+52.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.0% | -5.0% | +4.4% |
| 7D | +7.1% | +10.5% | -3.4% | +6.6% |
| 30D | -39.4% | -56.0% | +16.6% | -37.7% |
| 3M | -43.0% | -70.1% | +27.2% | -41.0% |
| 6M | -65.0% | -53.7% | -11.3% | -65.5% |
| YTD | -0.8% | -60.3% | +59.5% | -0.5% |
| 1Y | -20.3% | -73.1% | +52.9% | -14.7% |
| All | -20.3% | -73.0% | +52.7% | -14.7% |
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