+16,011.1%
STX vs ADP
+1,218.9%
+14,792.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.6% |
| 7D | +2.4% | -3.4% | +5.8% | +4.4% |
| 30D | +1.4% | +2.8% | -1.4% | -0.8% |
| 3M | -8.2% | +20.9% | -29.2% | -21.2% |
| 6M | +127.0% | +29.9% | +97.1% | +83.6% |
| YTD | +209.1% | +9.6% | +199.5% | +176.3% |
| 1Y | +365.4% | -5.3% | +370.7% | +351.3% |
| 3Y | +1,135.4% | +16.5% | +1,118.9% | +919.8% |
| 5Y | +991.5% | +49.4% | +942.1% | +647.6% |
| 10Y | +3,695.8% | +282.2% | +3,413.6% | +1,147.0% |
| All | +16,011.1% | +1,218.9% | +14,792.2% | +1,930.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling