-10.5%
ONON vs ADM
+20.9%
-31.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -3.5% | +1.4% | -4.8% | -3.5% |
| 30D | -30.8% | +8.2% | -39.0% | -30.9% |
| 3M | -29.8% | +8.7% | -38.5% | -30.0% |
| 6M | -34.8% | +29.1% | -63.9% | -35.7% |
| YTD | -42.3% | +53.7% | -95.9% | -43.7% |
| 1Y | -39.5% | +43.2% | -82.8% | -40.9% |
| All | -10.5% | +20.9% | -31.5% | +2.5% |
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