+30.4%
ONDS vs ADP
-7.7%
+38.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.2% |
| 7D | -5.0% | -5.7% | +0.7% | -7.5% |
| 30D | -25.6% | -1.4% | -24.2% | -25.8% |
| 3M | -22.1% | +16.6% | -38.7% | -18.1% |
| 6M | -27.6% | +24.9% | -52.5% | -21.9% |
| YTD | -25.7% | +5.6% | -31.3% | -18.5% |
| 1Y | +30.4% | -6.0% | +36.4% | +65.6% |
| All | +30.4% | -7.7% | +38.1% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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