+1,908.9%
ADM vs STT
+7,372.9%
-5,464.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | +9.8% | +3.9% | +5.9% | +8.5% |
| 3M | +2.1% | +20.0% | -17.8% | -3.1% |
| 6M | +27.5% | +55.3% | -27.8% | +12.5% |
| YTD | +50.2% | +53.3% | -3.1% | +32.7% |
| 1Y | +40.6% | +74.7% | -34.1% | +19.5% |
| 3Y | +17.2% | +205.8% | -188.6% | -15.3% |
| 5Y | +61.9% | +145.0% | -83.1% | +21.1% |
| 10Y | +159.3% | +266.0% | -106.7% | +67.5% |
| All | +1,908.9% | +7,372.9% | -5,464.1% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling