+673.8%
STX vs ADM
+11.2%
+662.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.3% |
| 7D | +14.6% | +4.2% | +10.4% | +14.3% |
| 30D | -26.0% | -12.8% | -13.1% | -25.4% |
| 3M | -42.6% | -8.5% | -34.1% | -42.5% |
| 6M | -35.3% | -10.9% | -24.4% | -35.0% |
| YTD | +92.5% | +29.4% | +63.0% | +90.3% |
| 1Y | +102.4% | +27.5% | +74.9% | +100.2% |
| 3Y | +673.8% | +10.3% | +663.5% | +652.7% |
| All | +673.8% | +11.2% | +662.6% | +652.7% |
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 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