-39.2%
ONON vs ADM
+40.7%
-79.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -3.0% | +3.8% | -6.7% | -2.8% |
| 30D | -26.7% | +9.8% | -36.5% | -26.5% |
| 3M | -25.3% | +2.1% | -27.4% | -25.1% |
| 6M | -35.3% | +27.5% | -62.8% | -37.0% |
| YTD | -39.8% | +50.2% | -90.0% | -43.1% |
| 1Y | -39.2% | +40.6% | -79.8% | -43.2% |
| All | -39.2% | +40.7% | -79.9% | -43.2% |
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 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