+106.8%
ADM vs ONTO
+449.2%
-342.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.0% | -12.2% | -1.4% |
| 7D | -7.8% | +1.4% | -9.2% | -8.3% |
| 30D | -12.6% | -34.1% | +21.5% | -9.3% |
| 3M | -8.2% | -37.1% | +28.8% | -4.8% |
| 6M | -8.9% | -31.8% | +22.9% | -7.8% |
| YTD | +24.0% | +22.9% | +1.1% | +15.2% |
| 1Y | +26.2% | +39.5% | -13.4% | +14.9% |
| 3Y | +7.0% | +57.7% | -50.7% | -13.5% |
| 5Y | +24.9% | +115.8% | -91.0% | -12.5% |
| All | +106.8% | +449.2% | -342.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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