+46.0%
ON vs ADM
+42.9%
+3.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.6% |
| 7D | -1.9% | +1.4% | -3.3% | -2.1% |
| 30D | -11.0% | +8.2% | -19.2% | -12.5% |
| 3M | -39.3% | +8.7% | -48.0% | -40.5% |
| 6M | +19.8% | +29.1% | -9.2% | +14.9% |
| YTD | +31.1% | +53.7% | -22.6% | +26.4% |
| 1Y | +46.0% | +43.2% | +2.8% | +39.6% |
| All | +46.0% | +42.9% | +3.1% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling