+11,904.6%
ADP vs STT
+6,268.9%
+5,635.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.2% | -2.5% | +5.7% | +3.9% |
| 30D | +14.9% | -5.0% | +19.9% | +16.2% |
| 3M | +11.6% | -10.5% | +22.1% | +14.5% |
| 6M | +48.5% | +10.0% | +38.4% | +43.9% |
| YTD | +20.6% | +30.7% | -10.1% | +11.3% |
| 1Y | +23.7% | +43.8% | -20.1% | +11.3% |
| 3Y | +47.8% | +168.1% | -120.3% | +11.9% |
| 5Y | +47.7% | +101.4% | -53.7% | +17.8% |
| 10Y | +324.0% | +211.3% | +112.6% | +191.3% |
| All | +11,904.6% | +6,268.9% | +5,635.7% | +2,959.5% |
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