+133,470.8%
MSFT vs ADM
+1,908.9%
+131,561.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +3.8% | -6.5% | -3.6% |
| 30D | +2.7% | +9.8% | -7.0% | +0.3% |
| 3M | +17.0% | +2.1% | +14.8% | +16.0% |
| 6M | +23.8% | +27.5% | -3.7% | +15.9% |
| YTD | +4.0% | +50.2% | -46.2% | -6.8% |
| 1Y | -0.8% | +40.6% | -41.4% | -9.9% |
| 3Y | +55.6% | +17.2% | +38.4% | +44.0% |
| 5Y | +72.9% | +61.9% | +11.0% | +45.2% |
| 10Y | +875.8% | +159.3% | +716.5% | +612.9% |
| All | +133,470.8% | +1,908.9% | +131,561.9% | +54,550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling