+476.2%
STX vs ADM
+26.4%
+449.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.5% |
| 7D | +14.6% | +4.2% | +10.4% | +13.9% |
| 30D | -26.0% | -12.8% | -13.1% | -24.5% |
| 3M | -42.6% | -8.5% | -34.1% | -42.1% |
| 6M | -35.3% | -10.9% | -24.4% | -34.4% |
| YTD | +92.5% | +29.4% | +63.0% | +84.1% |
| 1Y | +102.4% | +27.5% | +74.9% | +93.9% |
| 3Y | +673.8% | +10.3% | +663.5% | +645.4% |
| All | +476.2% | +26.4% | +449.8% | +374.4% |
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