+313.7%
ADP vs STZ
+12.5%
+301.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.3% |
| 7D | +1.1% | +3.4% | -2.3% | -0.2% |
| 30D | +11.5% | +19.6% | -8.1% | +4.6% |
| 3M | +12.0% | +8.0% | +4.0% | +8.8% |
| 6M | +43.8% | -0.3% | +44.1% | +43.2% |
| YTD | +20.1% | +8.6% | +11.5% | +13.9% |
| 1Y | +22.3% | +17.3% | +5.0% | +12.4% |
| 3Y | +43.3% | -34.7% | +78.0% | +61.1% |
| 5Y | +47.3% | -27.6% | +75.0% | +57.1% |
| 10Y | +313.7% | +11.8% | +302.0% | +272.9% |
| All | +313.7% | +12.5% | +301.2% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling