+11,987.3%
ADP vs STT
+6,537.0%
+5,450.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | +12.8% | -1.9% | +14.7% | +13.1% |
| 3M | +12.3% | -7.6% | +19.9% | +14.3% |
| 6M | +45.4% | +16.0% | +29.4% | +39.0% |
| YTD | +21.4% | +36.2% | -14.8% | +10.9% |
| 1Y | +23.7% | +46.8% | -23.1% | +10.7% |
| 3Y | +43.6% | +177.8% | -134.2% | +7.8% |
| 5Y | +48.7% | +105.8% | -57.1% | +17.9% |
| 10Y | +316.1% | +197.6% | +118.5% | +188.7% |
| All | +11,987.3% | +6,537.0% | +5,450.3% | +2,947.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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