+106.0%
ADM vs MSCI
+789.3%
-683.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -1.8% | +2.7% | -4.5% | -2.4% |
| 30D | -13.3% | +16.2% | -29.5% | -16.0% |
| 3M | -13.4% | +17.1% | -30.4% | -16.3% |
| 6M | -9.6% | +13.0% | -22.6% | -12.4% |
| YTD | +23.0% | +15.8% | +7.3% | +18.0% |
| 1Y | +27.4% | +15.5% | +11.9% | +22.2% |
| 3Y | +5.7% | +32.3% | -26.6% | -3.9% |
| 5Y | +22.1% | +8.2% | +13.9% | +14.2% |
| 10Y | +106.0% | +800.7% | -694.7% | +28.0% |
| All | +106.0% | +789.3% | -683.3% | +28.0% |
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