+25.4%
ADM vs STT
+104.1%
-78.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +4.2% | +4.8% | -0.6% | +2.9% |
| 30D | -12.8% | +3.9% | -16.8% | -13.9% |
| 3M | -8.5% | -8.2% | -0.3% | -6.5% |
| 6M | -10.9% | +15.6% | -26.5% | -15.0% |
| YTD | +29.4% | +37.6% | -8.2% | +16.8% |
| 1Y | +27.5% | +50.1% | -22.6% | +12.1% |
| 3Y | +10.3% | +183.1% | -172.7% | -21.1% |
| All | +25.4% | +104.1% | -78.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling