+661.5%
STM vs ADP
+285.0%
+376.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.1% |
| 7D | +5.8% | -3.4% | +9.2% | +7.9% |
| 30D | -1.0% | +2.8% | -3.8% | -3.0% |
| 3M | -33.3% | +20.9% | -54.2% | -42.5% |
| 6M | +57.4% | +29.9% | +27.5% | +26.5% |
| YTD | +102.2% | +9.6% | +92.5% | +82.5% |
| 1Y | +99.6% | -5.3% | +104.9% | +99.9% |
| 3Y | +14.5% | +16.5% | -2.0% | -3.6% |
| 5Y | +21.4% | +49.4% | -28.0% | -16.1% |
| All | +661.5% | +285.0% | +376.5% | +223.4% |
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