-24.5%
ON vs ADM
+20.7%
-45.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.4% | +3.8% | -1.3% | +1.5% |
| 30D | -3.3% | +9.8% | -13.0% | -5.7% |
| 3M | -43.6% | +2.1% | -45.7% | -44.0% |
| 6M | +19.0% | +27.5% | -8.6% | +11.7% |
| YTD | +37.4% | +50.2% | -12.8% | +24.2% |
| 1Y | +54.8% | +40.6% | +14.2% | +41.6% |
| All | -24.5% | +20.7% | -45.2% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling