+21.7%
STM vs ADM
+20.7%
+1.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +3.8% | +2.0% | +4.9% |
| 30D | -1.0% | +9.8% | -10.8% | -3.3% |
| 3M | -33.3% | +2.1% | -35.4% | -33.6% |
| 6M | +57.4% | +27.5% | +29.9% | +48.0% |
| YTD | +102.2% | +50.2% | +52.0% | +83.1% |
| 1Y | +99.6% | +40.6% | +59.0% | +82.9% |
| All | +21.7% | +20.7% | +1.0% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling