+126.6%
ADM vs MSCI
+811.9%
-685.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | +4.2% | +3.0% | +1.2% | +3.6% |
| 30D | -12.8% | +17.8% | -30.6% | -15.9% |
| 3M | -8.5% | +15.2% | -23.7% | -11.3% |
| 6M | -10.9% | +16.5% | -27.4% | -14.2% |
| YTD | +29.4% | +16.4% | +13.1% | +24.0% |
| 1Y | +27.5% | +16.8% | +10.7% | +22.1% |
| 3Y | +10.3% | +35.8% | -25.4% | -0.2% |
| 5Y | +27.4% | +7.0% | +20.4% | +19.6% |
| All | +126.6% | +811.9% | -685.2% | +44.3% |
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