+885.0%
MSFT vs ADM
+171.4%
+713.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | -2.7% | +8.2% | -10.9% | -4.8% |
| 3M | +22.1% | +8.7% | +13.4% | +18.9% |
| 6M | +20.6% | +29.1% | -8.5% | +11.4% |
| YTD | +2.3% | +53.7% | -51.3% | -10.5% |
| 1Y | -0.5% | +43.2% | -43.8% | -11.5% |
| 3Y | +50.5% | +21.4% | +29.1% | +38.0% |
| 5Y | +72.3% | +67.1% | +5.2% | +32.5% |
| 10Y | +885.0% | +176.6% | +708.4% | +454.6% |
| All | +885.0% | +171.4% | +713.6% | +454.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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