+392.6%
STM vs ADP
+318.0%
+74.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.7% | +5.1% |
| 7D | -10.7% | +3.2% | -14.0% | -12.5% |
| 30D | -25.7% | +14.9% | -40.6% | -32.2% |
| 3M | -21.6% | +11.6% | -33.2% | -27.8% |
| 6M | -27.8% | +48.5% | -76.3% | -46.7% |
| YTD | +61.8% | +20.6% | +41.2% | +36.2% |
| 1Y | +78.1% | +23.7% | +54.4% | +47.1% |
| 3Y | +4.9% | +47.8% | -42.9% | -25.9% |
| 5Y | -14.3% | +47.7% | -62.0% | -40.1% |
| All | +392.6% | +318.0% | +74.6% | +98.2% |
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