+915.1%
MSFT vs ADM
+133.7%
+781.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.6% |
| 7D | -1.3% | +4.2% | -5.5% | -2.4% |
| 30D | -1.8% | -12.8% | +11.0% | +1.7% |
| 3M | +5.6% | -8.5% | +14.1% | +7.7% |
| 6M | +29.8% | -10.9% | +40.7% | +32.9% |
| YTD | +9.0% | +29.4% | -20.4% | -0.6% |
| 1Y | +4.9% | +27.5% | -22.6% | -4.1% |
| 3Y | +46.2% | +10.3% | +35.9% | +35.6% |
| 5Y | +62.1% | +27.4% | +34.8% | +35.7% |
| All | +915.1% | +133.7% | +781.4% | +502.2% |
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