+315.5%
ADP vs STZ
+9.8%
+305.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +3.2% | +4.9% | -1.7% | +1.5% |
| 30D | +14.9% | +20.9% | -6.0% | +7.5% |
| 3M | +11.6% | +8.0% | +3.6% | +8.4% |
| 6M | +48.5% | -5.3% | +53.8% | +50.5% |
| YTD | +20.6% | +5.9% | +14.6% | +15.4% |
| 1Y | +23.7% | +14.2% | +9.5% | +14.8% |
| 3Y | +47.8% | -37.0% | +84.8% | +68.5% |
| 5Y | +47.7% | -29.7% | +77.4% | +59.2% |
| All | +315.5% | +9.8% | +305.7% | +277.9% |
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