+591.8%
ON vs ADM
+171.4%
+420.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -1.5% |
| 7D | -1.9% | +1.4% | -3.3% | -2.7% |
| 30D | -11.0% | +8.2% | -19.2% | -15.2% |
| 3M | -39.3% | +8.7% | -48.0% | -42.7% |
| 6M | +19.8% | +29.1% | -9.2% | +2.2% |
| YTD | +31.1% | +53.7% | -22.6% | +0.6% |
| 1Y | +46.0% | +43.2% | +2.8% | +15.6% |
| 3Y | -27.5% | +21.4% | -48.9% | -39.4% |
| 5Y | +56.9% | +67.1% | -10.2% | -3.5% |
| 10Y | +591.8% | +176.6% | +415.2% | +181.4% |
| All | +591.8% | +171.4% | +420.4% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling