+3,426.5%
STX vs ADP
+285.0%
+3,141.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.2% |
| 7D | +2.4% | -3.4% | +5.8% | +3.8% |
| 30D | +1.4% | +2.8% | -1.4% | -0.2% |
| 3M | -8.2% | +20.9% | -29.2% | -18.1% |
| 6M | +127.0% | +29.9% | +97.2% | +93.1% |
| YTD | +209.1% | +9.6% | +199.5% | +186.0% |
| 1Y | +365.4% | -5.3% | +370.7% | +362.3% |
| 3Y | +1,135.4% | +16.5% | +1,118.9% | +967.1% |
| 5Y | +991.5% | +49.4% | +942.1% | +699.2% |
| All | +3,426.5% | +285.0% | +3,141.5% | +1,447.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling