+48.7%
ADP vs STLA
-74.6%
+123.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +2.2% | -13.8% | +15.9% | +3.9% |
| 30D | +10.6% | -10.5% | +21.1% | +11.8% |
| 3M | +12.9% | -28.9% | +41.8% | +17.1% |
| 6M | +50.6% | -49.7% | +100.4% | +62.4% |
| YTD | +23.2% | -64.9% | +88.1% | +38.5% |
| 1Y | +25.3% | -64.0% | +89.3% | +40.1% |
| 3Y | +47.1% | -77.4% | +124.6% | +72.6% |
| All | +48.7% | -74.6% | +123.2% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling