+102.6%
ADM vs STLA
+21.0%
+81.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -7.8% | -6.4% | -1.5% | -6.6% |
| 30D | -12.6% | -1.3% | -11.2% | -12.6% |
| 3M | -8.2% | -19.9% | +11.7% | -4.8% |
| 6M | -8.9% | -42.9% | +34.0% | +0.7% |
| YTD | +24.0% | -59.4% | +83.4% | +45.1% |
| 1Y | +26.2% | -56.8% | +83.0% | +45.1% |
| 3Y | +7.0% | -73.1% | +80.1% | +32.6% |
| 5Y | +24.9% | -70.1% | +94.9% | +46.5% |
| 10Y | +102.6% | +19.8% | +82.9% | +105.5% |
| All | +102.6% | +21.0% | +81.6% | +105.5% |
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