+1,161.9%
ADP vs STLA
+152.6%
+1,009.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +1.4% |
| 7D | +0.3% | -13.1% | +13.3% | +2.3% |
| 30D | +11.6% | -13.3% | +24.9% | +13.6% |
| 3M | +15.1% | -27.9% | +42.9% | +20.2% |
| 6M | +46.0% | -47.8% | +93.9% | +59.6% |
| YTD | +22.4% | -64.6% | +86.9% | +40.5% |
| 1Y | +24.5% | -64.0% | +88.5% | +42.3% |
| 3Y | +44.8% | -76.8% | +121.6% | +72.6% |
| 5Y | +49.1% | -74.2% | +123.2% | +70.9% |
| 10Y | +320.9% | -5.4% | +326.3% | +292.0% |
| All | +1,161.9% | +152.6% | +1,009.3% | +1,003.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling