-10.5%
STRL vs ADVB
-72.7%
+62.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -23.6% | +20.5% | -1.9% |
| 7D | +15.7% | +27.8% | -12.1% | +13.7% |
| 30D | -35.5% | -50.8% | +15.3% | -34.4% |
| 3M | -47.1% | -70.5% | +23.4% | -45.7% |
| 6M | -65.8% | -46.7% | -19.0% | -66.6% |
| YTD | -4.5% | -56.7% | +52.2% | -4.8% |
| 1Y | -10.5% | -71.8% | +61.3% | -7.2% |
| All | -10.5% | -72.7% | +62.2% | -7.2% |
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