+26.7%
ADM vs MSCI
+15.9%
+10.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | -11.8% | +16.5% | -28.3% | -11.7% |
| 3M | -11.3% | +18.2% | -29.5% | -11.2% |
| 6M | -10.0% | +14.0% | -24.0% | -9.7% |
| YTD | +25.9% | +16.6% | +9.3% | +26.8% |
| 1Y | +26.7% | +14.8% | +11.8% | +25.0% |
| All | +26.7% | +15.9% | +10.8% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling