+1,144.9%
STX vs ADM
+64.4%
+1,080.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.5% |
| 7D | +10.7% | -0.1% | +10.8% | +10.8% |
| 30D | +11.3% | +11.0% | +0.2% | +9.2% |
| 3M | +3.2% | +6.0% | -2.8% | +2.0% |
| 6M | +157.0% | +26.9% | +130.1% | +146.8% |
| YTD | +229.2% | +50.0% | +179.2% | +207.5% |
| 1Y | +381.8% | +39.6% | +342.3% | +354.1% |
| 3Y | +1,383.2% | +18.5% | +1,364.6% | +1,333.4% |
| 5Y | +1,144.9% | +62.6% | +1,082.3% | +856.9% |
| All | +1,144.9% | +64.4% | +1,080.4% | +856.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling