+162.4%
ADM vs STLA
+48.0%
+114.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.5% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | +11.0% | -2.4% | +13.4% | +11.3% |
| 3M | +6.0% | -23.9% | +29.9% | +11.3% |
| 6M | +26.9% | -24.6% | +51.5% | +32.6% |
| YTD | +50.0% | -50.5% | +100.5% | +69.5% |
| 1Y | +39.6% | -39.8% | +79.4% | +49.3% |
| 3Y | +18.5% | -65.6% | +84.2% | +39.9% |
| 5Y | +62.6% | -62.1% | +124.7% | +82.2% |
| 10Y | +162.4% | +47.8% | +114.6% | +132.1% |
| All | +162.4% | +48.0% | +114.4% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling