+444.1%
STM vs ADP
+315.9%
+128.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.3% |
| 7D | -7.9% | +3.2% | -11.1% | -9.7% |
| 30D | -14.1% | +12.8% | -26.9% | -20.6% |
| 3M | -17.6% | +12.3% | -29.9% | -24.4% |
| 6M | -24.2% | +45.4% | -69.6% | -43.2% |
| YTD | +73.3% | +21.4% | +51.9% | +45.4% |
| 1Y | +90.1% | +23.7% | +66.4% | +57.2% |
| 3Y | +10.3% | +43.6% | -33.3% | -20.2% |
| 5Y | -5.7% | +48.7% | -54.4% | -34.4% |
| 10Y | +444.1% | +316.1% | +128.0% | +115.3% |
| All | +444.1% | +315.9% | +128.2% | +115.3% |
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