+162.4%
ADM vs STZ
-14.3%
+176.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.7% |
| 7D | -0.1% | -7.4% | +7.3% | +2.4% |
| 30D | +11.0% | -10.9% | +21.9% | +15.0% |
| 3M | +6.0% | -13.4% | +19.4% | +10.5% |
| 6M | +26.9% | -16.2% | +43.1% | +32.7% |
| YTD | +50.0% | -10.4% | +60.5% | +52.4% |
| 1Y | +39.6% | -14.8% | +54.4% | +43.9% |
| 3Y | +18.5% | -50.1% | +68.7% | +46.5% |
| 5Y | +62.6% | -38.8% | +101.4% | +83.4% |
| 10Y | +162.4% | -14.1% | +176.5% | +158.7% |
| All | +162.4% | -14.3% | +176.7% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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