+3.2%
MSFT vs ADM
+27.8%
-24.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.3% |
| 30D | -3.8% | -14.7% | +10.9% | -5.1% |
| 3M | +6.4% | -10.4% | +16.8% | +5.4% |
| 6M | +28.8% | -10.9% | +39.7% | +27.6% |
| YTD | +8.8% | +26.0% | -17.2% | +12.7% |
| 1Y | +3.2% | +26.5% | -23.3% | +6.7% |
| All | +3.2% | +27.8% | -24.6% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling