+73.2%
STX vs ADM
+26.0%
+47.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +10.0% | +9.8% |
| 7D | -14.8% | -7.8% | -6.9% | -14.2% |
| 30D | -35.4% | -12.6% | -22.8% | -34.6% |
| 3M | -37.7% | -8.2% | -29.4% | -38.0% |
| 6M | -35.2% | -8.9% | -26.3% | -34.9% |
| YTD | +84.4% | +24.0% | +60.4% | +86.7% |
| All | +73.2% | +26.0% | +47.2% | +79.7% |
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