+49.0%
ADI vs CHD
+7.1%
+42.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +0.4% | -2.7% | +3.1% | +0.3% |
| 30D | -3.8% | -4.6% | +0.8% | -4.1% |
| 3M | -15.3% | +5.0% | -20.3% | -15.3% |
| 6M | +6.7% | -3.2% | +9.9% | +7.5% |
| YTD | +34.8% | +18.6% | +16.1% | +34.4% |
| 1Y | +49.0% | +4.8% | +44.2% | +47.6% |
| All | +49.0% | +7.1% | +42.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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