-21.7%
ONON vs ADM
+65.1%
-86.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -2.1% | +2.5% | -4.6% | -2.4% |
| 30D | -11.6% | +9.5% | -21.1% | -12.9% |
| 3M | -30.1% | +10.6% | -40.7% | -31.3% |
| 6M | -30.5% | +24.0% | -54.5% | -33.4% |
| YTD | -41.0% | +54.0% | -95.0% | -45.9% |
| 1Y | -36.7% | +45.3% | -82.0% | -41.4% |
| 3Y | -8.6% | +21.8% | -30.4% | -11.0% |
| All | -21.7% | +65.1% | -86.8% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling