+922.9%
MSFT vs ADM
+100.5%
+822.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +2.3% | -1.8% | +4.2% | +2.9% |
| 30D | -0.4% | -13.3% | +12.9% | +3.3% |
| 3M | +5.6% | -13.4% | +18.9% | +9.2% |
| 6M | +29.0% | -9.6% | +38.6% | +31.3% |
| YTD | +10.9% | +23.0% | -12.1% | +2.7% |
| 1Y | +6.2% | +27.4% | -21.1% | -2.9% |
| 3Y | +47.6% | +5.7% | +41.9% | +38.5% |
| 5Y | +67.9% | +22.1% | +45.9% | +42.6% |
| 10Y | +922.9% | +106.0% | +816.9% | +514.1% |
| All | +922.9% | +100.5% | +822.4% | +514.1% |
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