+20.5%
ADP vs STZ
+14.7%
+5.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.8% | +1.8% |
| 7D | +6.4% | +13.0% | -6.6% | +4.7% |
| 30D | +16.6% | +29.4% | -12.8% | +13.8% |
| 3M | +12.9% | +11.6% | +1.3% | +11.0% |
| 6M | +45.7% | -0.2% | +45.9% | +41.8% |
| YTD | +20.6% | +8.6% | +12.1% | +13.7% |
| 1Y | +20.5% | +15.9% | +4.6% | +10.2% |
| All | +20.5% | +14.7% | +5.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling