+126.6%
ADM vs STZ
+13.4%
+113.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +4.2% | +2.6% | +1.6% | +3.3% |
| 30D | -12.8% | +15.2% | -28.0% | -17.0% |
| 3M | -8.5% | +7.6% | -16.1% | -11.1% |
| 6M | -10.9% | +5.3% | -16.2% | -13.3% |
| YTD | +29.4% | +8.6% | +20.8% | +23.1% |
| 1Y | +27.5% | +15.6% | +12.0% | +18.3% |
| 3Y | +10.3% | -35.2% | +45.5% | +24.5% |
| 5Y | +27.4% | -29.1% | +56.4% | +37.0% |
| All | +126.6% | +13.4% | +113.3% | +110.3% |
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