+53.2%
ADP vs STZ
-33.3%
+86.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -3.4% | -1.9% | -1.5% | -3.0% |
| 30D | +2.8% | -1.9% | +4.7% | +3.2% |
| 3M | +20.9% | -6.2% | +27.2% | +22.6% |
| 6M | +29.9% | -14.0% | +43.9% | +33.6% |
| YTD | +9.6% | -5.1% | +14.8% | +8.7% |
| 1Y | -5.3% | -9.6% | +4.3% | -4.9% |
| 3Y | +16.5% | -47.2% | +63.7% | +37.4% |
| All | +53.2% | -33.3% | +86.5% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling