+336.3%
ADM vs STLA
+189.9%
+146.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -9.0% | -4.5% | -4.5% | -8.3% |
| 30D | -14.0% | -3.9% | -10.1% | -13.6% |
| 3M | -9.2% | -20.2% | +11.0% | -6.3% |
| 6M | -9.2% | -42.2% | +33.0% | -1.7% |
| YTD | +24.2% | -59.3% | +83.5% | +40.8% |
| 1Y | +27.0% | -56.1% | +83.0% | +41.7% |
| 3Y | +6.6% | -73.7% | +80.3% | +26.5% |
| 5Y | +25.0% | -70.3% | +95.3% | +42.4% |
| 10Y | +100.2% | +23.1% | +77.2% | +80.5% |
| All | +336.3% | +189.9% | +146.5% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling