+26.3%
ADM vs MSCI
+3.6%
+22.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -9.0% | +2.8% | -11.9% | -9.4% |
| 30D | -14.0% | +15.4% | -29.4% | -15.7% |
| 3M | -9.2% | +13.4% | -22.6% | -10.8% |
| 6M | -9.2% | +10.9% | -20.1% | -10.8% |
| YTD | +24.2% | +13.0% | +11.2% | +21.3% |
| 1Y | +27.0% | +12.0% | +14.9% | +24.2% |
| 3Y | +6.6% | +34.1% | -27.5% | -0.8% |
| All | +26.3% | +3.6% | +22.8% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling