+67.1%
ADM vs STZ
-38.0%
+105.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.3% |
| 7D | +1.4% | -6.0% | +7.4% | +2.9% |
| 30D | +8.2% | -8.9% | +17.1% | +10.5% |
| 3M | +8.7% | -12.6% | +21.3% | +11.9% |
| 6M | +29.1% | -17.2% | +46.3% | +34.1% |
| YTD | +53.7% | -10.0% | +63.7% | +54.6% |
| 1Y | +43.2% | -14.3% | +57.5% | +46.1% |
| 3Y | +21.4% | -49.9% | +71.3% | +46.1% |
| 5Y | +67.1% | -38.2% | +105.3% | +78.7% |
| All | +67.1% | -38.0% | +105.1% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling