+208.8%
ADM vs MSCI
+3,095.4%
-2,886.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -9.0% | +2.8% | -11.9% | -9.8% |
| 30D | -14.0% | +15.4% | -29.4% | -17.6% |
| 3M | -9.2% | +13.4% | -22.6% | -12.7% |
| 6M | -9.2% | +10.9% | -20.1% | -12.6% |
| YTD | +24.2% | +13.0% | +11.2% | +18.1% |
| 1Y | +27.0% | +12.0% | +14.9% | +20.9% |
| 3Y | +6.6% | +34.1% | -27.5% | -6.4% |
| 5Y | +25.0% | +3.9% | +21.1% | +15.0% |
| 10Y | +100.2% | +802.0% | -701.8% | -15.8% |
| All | +208.8% | +3,095.4% | -2,886.5% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling