-5.4%
STM vs ADM
+23.4%
-28.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +16.3% | +0.7% | +15.6% | +16.1% |
| 30D | -6.3% | -14.7% | +8.4% | -2.5% |
| 3M | -14.1% | -10.4% | -3.7% | -12.2% |
| 6M | -19.6% | -10.9% | -8.6% | -17.8% |
| YTD | +80.1% | +26.0% | +54.1% | +65.5% |
| 1Y | +95.4% | +26.5% | +68.9% | +79.0% |
| 3Y | +14.7% | +8.2% | +6.5% | +6.2% |
| 5Y | -5.4% | +24.0% | -29.4% | -18.8% |
| All | -5.4% | +23.4% | -28.8% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling