+1,630.9%
ADM vs AON
+5,388.5%
-3,757.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +2.3% |
| 7D | +4.2% | +1.0% | +3.1% | +3.9% |
| 30D | -12.8% | +23.2% | -36.0% | -17.5% |
| 3M | -8.5% | -5.0% | -3.5% | -7.7% |
| 6M | -10.9% | +9.3% | -20.3% | -13.6% |
| YTD | +29.4% | -3.4% | +32.8% | +28.8% |
| 1Y | +27.5% | -2.9% | +30.4% | +26.8% |
| 3Y | +10.3% | +3.6% | +6.7% | +6.8% |
| 5Y | +27.4% | +16.9% | +10.5% | +18.5% |
| 10Y | +134.6% | +234.4% | -99.8% | +65.6% |
| All | +1,630.9% | +5,388.5% | -3,757.6% | +544.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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