+37,071.2%
ADI vs CHD
+10,220.8%
+26,850.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | -3.8% | -4.6% | +0.8% | -2.7% |
| 3M | -15.3% | +5.0% | -20.3% | -16.7% |
| 6M | +6.7% | -3.2% | +9.9% | +7.0% |
| YTD | +34.8% | +18.6% | +16.1% | +28.4% |
| 1Y | +49.0% | +4.8% | +44.2% | +46.0% |
| 3Y | +108.1% | +6.1% | +101.9% | +100.8% |
| 5Y | +142.4% | +24.0% | +118.5% | +122.1% |
| 10Y | +589.9% | +124.5% | +465.5% | +430.2% |
| All | +37,071.2% | +10,220.8% | +26,850.3% | +11,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling