+2,071.0%
STX vs ADM
+100.2%
+1,970.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +10.0% | +9.9% |
| 7D | -14.8% | -7.8% | -6.9% | -12.6% |
| 30D | -35.4% | -12.6% | -22.8% | -32.7% |
| 3M | -37.7% | -8.2% | -29.4% | -36.4% |
| 6M | -35.2% | -8.9% | -26.3% | -33.8% |
| YTD | +84.4% | +24.0% | +60.4% | +68.9% |
| 1Y | +82.3% | +26.2% | +56.1% | +65.4% |
| 3Y | +646.2% | +7.0% | +639.2% | +589.8% |
| 5Y | +487.4% | +24.9% | +462.6% | +376.6% |
| 10Y | +2,071.0% | +102.6% | +1,968.4% | +1,169.5% |
| All | +2,071.0% | +100.2% | +1,970.8% | +1,169.5% |
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