+2,285.7%
STM vs ADM
+1,127.8%
+1,157.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +3.8% | +2.0% | +4.2% |
| 30D | -1.0% | +9.8% | -10.8% | -4.9% |
| 3M | -33.3% | +2.1% | -35.4% | -34.1% |
| 6M | +57.4% | +27.5% | +29.9% | +41.9% |
| YTD | +102.2% | +50.2% | +52.0% | +70.9% |
| 1Y | +99.6% | +40.6% | +59.0% | +71.9% |
| 3Y | +14.5% | +17.2% | -2.7% | +2.4% |
| 5Y | +21.4% | +61.9% | -40.5% | -6.5% |
| 10Y | +695.0% | +159.3% | +535.7% | +404.7% |
| All | +2,285.7% | +1,127.8% | +1,157.9% | +879.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling