0.0%
MSFT vs ADM
+38.4%
-38.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -1.0% | +11.0% | -12.0% | -0.4% |
| 3M | +20.2% | +6.0% | +14.2% | +20.6% |
| 6M | +21.3% | +26.9% | -5.7% | +23.1% |
| YTD | +2.8% | +50.0% | -47.2% | +5.3% |
| 1Y | 0.0% | +39.6% | -39.6% | +2.8% |
| All | 0.0% | +38.4% | -38.4% | +2.8% |
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