+422.5%
STM vs ADM
+100.2%
+322.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +6.9% | +6.8% |
| 7D | -5.6% | -7.8% | +2.3% | -2.4% |
| 30D | -14.4% | -12.6% | -1.9% | -9.7% |
| 3M | -20.5% | -8.2% | -12.2% | -18.5% |
| 6M | -24.5% | -8.9% | -15.6% | -22.7% |
| YTD | +72.7% | +24.0% | +48.7% | +52.1% |
| 1Y | +91.0% | +26.2% | +64.9% | +66.3% |
| 3Y | +13.5% | +7.0% | +6.5% | +2.0% |
| 5Y | -9.2% | +24.9% | -34.1% | -29.9% |
| 10Y | +422.5% | +102.6% | +319.9% | +174.8% |
| All | +422.5% | +100.2% | +322.3% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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