+37,071.2%
ADI vs STT
+7,372.9%
+29,698.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +0.4% | +0.5% | 0.0% | +0.3% |
| 30D | -3.8% | +3.9% | -7.7% | -5.2% |
| 3M | -15.3% | +20.0% | -35.2% | -20.7% |
| 6M | +6.7% | +55.3% | -48.6% | -9.1% |
| YTD | +34.8% | +53.3% | -18.6% | +15.1% |
| 1Y | +49.0% | +74.7% | -25.7% | +21.4% |
| 3Y | +108.1% | +205.8% | -97.7% | +39.1% |
| 5Y | +142.4% | +145.0% | -2.6% | +71.2% |
| 10Y | +589.9% | +266.0% | +323.9% | +308.1% |
| All | +37,071.2% | +7,372.9% | +29,698.2% | +5,985.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 all: compounded portfolio wealth divided by compounded STT 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…
all analysis · Full analysis span regression · 6 months rolling