+103.0%
ADM vs STZ
+9.8%
+93.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -9.0% | +4.9% | -13.9% | -10.5% |
| 30D | -14.0% | +20.9% | -34.9% | -19.3% |
| 3M | -9.2% | +8.0% | -17.1% | -11.9% |
| 6M | -9.2% | -5.3% | -3.9% | -8.4% |
| YTD | +24.2% | +5.9% | +18.3% | +19.2% |
| 1Y | +27.0% | +14.2% | +12.8% | +18.2% |
| 3Y | +6.6% | -37.0% | +43.6% | +21.4% |
| 5Y | +25.0% | -29.7% | +54.7% | +34.7% |
| All | +103.0% | +9.8% | +93.2% | +90.0% |
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