+8,652.1%
STX vs ADM
+903.8%
+7,748.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -28.5% | -9.0% | -19.5% | -26.0% |
| 30D | -42.9% | -14.0% | -28.9% | -39.9% |
| 3M | -45.9% | -9.2% | -36.8% | -44.4% |
| 6M | -41.3% | -9.2% | -32.1% | -39.7% |
| YTD | +67.9% | +24.2% | +43.7% | +52.5% |
| 1Y | +66.5% | +27.0% | +39.6% | +49.4% |
| 3Y | +588.0% | +6.6% | +581.4% | +529.3% |
| 5Y | +449.1% | +25.0% | +424.1% | +357.6% |
| 10Y | +1,982.8% | +100.2% | +1,882.6% | +1,288.9% |
| All | +8,652.1% | +903.8% | +7,748.4% | +2,931.1% |
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