+64.2%
ADM vs STLA
-62.4%
+126.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +3.8% | +2.6% | +1.2% | +3.4% |
| 30D | +9.8% | -1.2% | +11.0% | +9.8% |
| 3M | +2.1% | -24.8% | +26.9% | +6.0% |
| 6M | +27.5% | -25.6% | +53.1% | +31.8% |
| YTD | +50.2% | -48.9% | +99.2% | +63.7% |
| 1Y | +40.6% | -38.8% | +79.4% | +47.0% |
| 3Y | +17.2% | -64.5% | +81.8% | +32.9% |
| All | +64.2% | -62.4% | +126.6% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling