+588.0%
STX vs ADM
+6.1%
+581.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -28.5% | -9.0% | -19.5% | -28.1% |
| 30D | -42.9% | -14.0% | -28.9% | -42.5% |
| 3M | -45.9% | -9.2% | -36.8% | -45.8% |
| 6M | -41.3% | -9.2% | -32.1% | -41.1% |
| YTD | +67.9% | +24.2% | +43.7% | +66.5% |
| 1Y | +66.5% | +27.0% | +39.6% | +64.9% |
| 3Y | +588.0% | +6.6% | +581.4% | +570.6% |
| All | +588.0% | +6.1% | +581.9% | +570.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling