+422.5%
STM vs ADP
+327.9%
+94.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +7.0% |
| 7D | -5.6% | +1.1% | -6.7% | -6.4% |
| 30D | -14.4% | +11.5% | -26.0% | -20.4% |
| 3M | -20.5% | +12.0% | -32.5% | -26.9% |
| 6M | -24.5% | +43.8% | -68.3% | -43.0% |
| YTD | +72.7% | +20.1% | +52.6% | +45.7% |
| 1Y | +91.0% | +22.3% | +68.7% | +59.0% |
| 3Y | +13.5% | +43.3% | -29.8% | -17.9% |
| 5Y | -9.2% | +47.3% | -56.5% | -36.5% |
| 10Y | +422.5% | +313.7% | +108.8% | +110.5% |
| All | +422.5% | +327.9% | +94.7% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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