+107.2%
ADM vs ONTO
+390.5%
-283.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.1% | -11.8% | -1.8% |
| 7D | -9.0% | -14.0% | +5.0% | -7.9% |
| 30D | -14.0% | -43.1% | +29.1% | -9.4% |
| 3M | -9.2% | -35.5% | +26.4% | -6.3% |
| 6M | -9.2% | -41.1% | +31.9% | -6.6% |
| YTD | +24.2% | +9.8% | +14.4% | +16.8% |
| 1Y | +27.0% | +31.5% | -4.6% | +16.1% |
| 3Y | +6.6% | +45.2% | -38.6% | -13.4% |
| 5Y | +25.0% | +86.7% | -61.7% | -10.5% |
| All | +107.2% | +390.5% | -283.3% | -7.1% |
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