+90.1%
STM vs ADP
+24.1%
+66.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +1.2% |
| 7D | -7.9% | +3.2% | -11.1% | -5.4% |
| 30D | -14.1% | +12.8% | -26.9% | -5.6% |
| 3M | -17.6% | +12.3% | -29.9% | -8.9% |
| 6M | -24.2% | +45.4% | -69.6% | -5.2% |
| YTD | +73.3% | +21.4% | +51.9% | +134.1% |
| 1Y | +90.1% | +23.7% | +66.4% | +145.4% |
| All | +90.1% | +24.1% | +66.0% | +145.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling