+2,038.9%
STX vs ADM
+127.5%
+1,911.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +16.8% | +0.7% | +16.1% | +16.6% |
| 30D | -27.0% | -14.7% | -12.3% | -23.2% |
| 3M | -37.9% | -10.4% | -27.5% | -36.0% |
| 6M | -32.5% | -10.9% | -21.5% | -30.4% |
| YTD | +98.6% | +26.0% | +72.6% | +80.7% |
| 1Y | +93.6% | +26.5% | +67.1% | +75.4% |
| 3Y | +699.1% | +8.2% | +690.8% | +635.4% |
| 5Y | +481.0% | +24.0% | +457.0% | +371.6% |
| All | +2,038.9% | +127.5% | +1,911.4% | +1,194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling