+190.0%
ON vs ADM
+1,288.1%
-1,098.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -4.1% | -1.8% | -2.3% | -3.3% |
| 30D | -10.2% | -13.3% | +3.0% | -4.3% |
| 3M | -12.7% | -13.4% | +0.6% | -7.3% |
| 6M | -32.5% | -9.6% | -22.9% | -30.0% |
| YTD | +28.6% | +23.0% | +5.5% | +14.3% |
| 1Y | +43.4% | +27.4% | +16.0% | +25.0% |
| 3Y | +3.3% | +5.7% | -2.4% | -5.9% |
| 5Y | +22.5% | +22.1% | +0.4% | +1.9% |
| 10Y | +535.7% | +106.0% | +429.7% | +311.7% |
| All | +190.0% | +1,288.1% | -1,098.1% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling