+893.1%
MSFT vs ADM
+100.6%
+792.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +1.7% | -9.0% | +10.7% | +4.1% |
| 30D | +0.2% | -14.0% | +14.1% | +4.0% |
| 3M | +6.4% | -9.2% | +15.5% | +8.6% |
| 6M | +28.7% | -9.2% | +37.9% | +30.9% |
| YTD | +10.4% | +24.2% | -13.8% | +1.9% |
| 1Y | +7.6% | +27.0% | -19.3% | -1.5% |
| 3Y | +52.3% | +6.6% | +45.7% | +42.6% |
| 5Y | +64.5% | +25.0% | +39.5% | +38.3% |
| All | +893.1% | +100.6% | +792.5% | +492.5% |
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