+48.0%
ADI vs CHD
+0.8%
+47.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.1% |
| 7D | +1.3% | -4.7% | +6.0% | +1.0% |
| 30D | -6.0% | -8.3% | +2.4% | -6.5% |
| 3M | -7.7% | -4.0% | -3.7% | -7.5% |
| 6M | +14.0% | -6.5% | +20.5% | +14.3% |
| YTD | +34.4% | +13.1% | +21.3% | +33.7% |
| 1Y | +48.0% | +2.3% | +45.6% | +44.7% |
| All | +48.0% | +0.8% | +47.1% | +44.7% |
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