-7.7%
ONON vs ADM
+26.4%
-34.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.3% |
| 7D | -10.0% | +4.2% | -14.2% | -10.5% |
| 30D | -5.3% | -12.8% | +7.6% | -3.6% |
| 3M | +6.5% | -8.5% | +14.9% | +7.4% |
| 6M | -5.0% | -10.9% | +5.9% | -3.9% |
| YTD | -27.6% | +29.4% | -57.1% | -31.7% |
| 1Y | -20.7% | +27.5% | -48.2% | -25.0% |
| 3Y | +26.6% | +10.3% | +16.3% | +22.8% |
| All | -7.7% | +26.4% | -34.1% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling