-20.0%
ONON vs ADM
+61.1%
-81.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -3.0% | +3.8% | -6.7% | -3.6% |
| 30D | -26.7% | +9.8% | -36.5% | -27.8% |
| 3M | -25.3% | +2.1% | -27.4% | -25.7% |
| 6M | -35.3% | +27.5% | -62.8% | -38.4% |
| YTD | -39.8% | +50.2% | -90.0% | -44.5% |
| 1Y | -39.2% | +40.6% | -79.8% | -43.4% |
| 3Y | -4.2% | +17.2% | -21.5% | -5.9% |
| All | -20.0% | +61.1% | -81.1% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling