+16,011.1%
STX vs ADM
+1,113.8%
+14,897.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.2% |
| 7D | +2.4% | +3.8% | -1.4% | +0.9% |
| 30D | +1.4% | +9.8% | -8.4% | -2.2% |
| 3M | -8.2% | +2.1% | -10.4% | -9.2% |
| 6M | +127.0% | +27.5% | +99.5% | +106.3% |
| YTD | +209.1% | +50.2% | +158.9% | +163.3% |
| 1Y | +365.4% | +40.6% | +324.8% | +302.3% |
| 3Y | +1,135.4% | +17.2% | +1,118.2% | +998.7% |
| 5Y | +991.5% | +61.9% | +929.6% | +728.5% |
| 10Y | +3,695.8% | +159.3% | +3,536.5% | +2,206.1% |
| All | +16,011.1% | +1,113.8% | +14,897.3% | +5,133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling