+1,143.2%
ADP vs STLA
+189.9%
+953.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.2% | -4.5% | +7.8% | +3.9% |
| 30D | +14.9% | -3.9% | +18.8% | +15.3% |
| 3M | +11.6% | -20.2% | +31.8% | +15.0% |
| 6M | +48.5% | -42.2% | +90.6% | +59.8% |
| YTD | +20.6% | -59.3% | +79.9% | +35.7% |
| 1Y | +23.7% | -56.1% | +79.7% | +37.2% |
| 3Y | +47.8% | -73.7% | +121.4% | +73.0% |
| 5Y | +47.7% | -70.3% | +118.0% | +65.9% |
| 10Y | +324.0% | +23.1% | +300.9% | +282.4% |
| All | +1,143.2% | +189.9% | +953.3% | +965.8% |
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