+15.7%
STM vs ADP
+16.9%
-1.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.8% |
| 7D | +5.8% | -3.4% | +9.2% | +5.7% |
| 30D | -1.0% | +2.8% | -3.8% | -1.0% |
| 3M | -33.3% | +20.9% | -54.2% | -34.2% |
| 6M | +57.4% | +29.9% | +27.5% | +51.2% |
| YTD | +102.2% | +9.6% | +92.5% | +110.3% |
| 1Y | +99.6% | -5.3% | +104.9% | +123.0% |
| All | +15.7% | +16.9% | -1.1% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling