+123.8%
STX vs ADM
+29.8%
+93.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.3% | -8.5% | -8.1% |
| 7D | -20.2% | -8.3% | -11.9% | -20.2% |
| 30D | -37.2% | -14.1% | -23.1% | -37.1% |
| 3M | -34.1% | -10.7% | -23.3% | -34.3% |
| 6M | -24.5% | -5.9% | -18.5% | -24.1% |
| YTD | +102.9% | +25.8% | +77.2% | +126.8% |
| 1Y | +123.8% | +21.3% | +102.5% | +144.8% |
| All | +123.8% | +29.8% | +93.9% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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