+162.4%
ADM vs STT
+264.2%
-101.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -0.1% | +2.2% | -2.2% | -0.9% |
| 30D | +11.0% | +3.9% | +7.1% | +9.4% |
| 3M | +6.0% | +19.2% | -13.2% | -0.9% |
| 6M | +26.9% | +60.4% | -33.5% | +6.0% |
| YTD | +50.0% | +51.5% | -1.4% | +27.6% |
| 1Y | +39.6% | +76.3% | -36.7% | +11.8% |
| 3Y | +18.5% | +200.7% | -182.2% | -23.6% |
| 5Y | +62.6% | +157.5% | -94.9% | +6.3% |
| 10Y | +162.4% | +262.0% | -99.6% | +36.3% |
| All | +162.4% | +264.2% | -101.7% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling