-4.4%
ADP vs STZ
-11.0%
+6.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | -1.9% | -1.5% | -3.3% |
| 30D | +2.8% | -1.9% | +4.7% | +3.0% |
| 3M | +20.9% | -6.2% | +27.2% | +21.1% |
| 6M | +29.9% | -14.0% | +43.9% | +29.1% |
| YTD | +9.6% | -5.1% | +14.8% | +5.3% |
| All | -4.4% | -11.0% | +6.6% | -8.0% |
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