+102.6%
ADM vs STT
+210.2%
-107.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.3% |
| 7D | -7.8% | +0.9% | -8.8% | -8.2% |
| 30D | -12.6% | -2.3% | -10.2% | -12.0% |
| 3M | -8.2% | -7.5% | -0.8% | -6.0% |
| 6M | -8.9% | +14.9% | -23.8% | -14.0% |
| YTD | +24.0% | +34.9% | -10.9% | +9.7% |
| 1Y | +26.2% | +47.1% | -20.9% | +7.9% |
| 3Y | +7.0% | +179.6% | -172.6% | -29.5% |
| 5Y | +24.9% | +107.1% | -82.2% | -11.4% |
| 10Y | +102.6% | +199.4% | -96.8% | +8.8% |
| All | +102.6% | +210.2% | -107.6% | +8.8% |
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