+318.8%
ADP vs STLA
+0.5%
+318.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.0% |
| 7D | +0.9% | -11.6% | +12.5% | +3.3% |
| 30D | +11.9% | -6.2% | +18.1% | +12.8% |
| 3M | +13.7% | -24.6% | +38.3% | +19.5% |
| 6M | +46.8% | -44.9% | +91.7% | +63.4% |
| YTD | +21.8% | -62.3% | +84.0% | +44.8% |
| 1Y | +23.5% | -61.8% | +85.3% | +46.1% |
| 3Y | +44.1% | -75.3% | +119.4% | +81.0% |
| 5Y | +49.9% | -72.5% | +122.4% | +76.6% |
| 10Y | +318.8% | +0.8% | +318.0% | +263.2% |
| All | +318.8% | +0.5% | +318.3% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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