+128.2%
ADM vs MSCI
+809.1%
-680.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | -11.8% | +16.5% | -28.3% | -14.7% |
| 3M | -11.3% | +18.2% | -29.5% | -14.5% |
| 6M | -10.0% | +14.0% | -24.0% | -13.0% |
| YTD | +25.9% | +16.6% | +9.3% | +20.6% |
| 1Y | +26.7% | +14.8% | +11.8% | +21.7% |
| 3Y | +8.1% | +33.3% | -25.1% | -1.7% |
| 5Y | +23.5% | +9.1% | +14.4% | +15.4% |
| 10Y | +128.2% | +820.4% | -692.2% | +49.9% |
| All | +128.2% | +809.1% | -680.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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