+620.2%
ADI vs CHRW
+128.6%
+491.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | +9.5% | +7.3% | +2.2% | +7.2% |
| 30D | -1.4% | -3.6% | +2.2% | -0.5% |
| 3M | +4.7% | -9.6% | +14.3% | +7.1% |
| 6M | -7.4% | -17.0% | +9.6% | -4.1% |
| YTD | +48.1% | -15.4% | +63.5% | +50.2% |
| 1Y | +69.6% | -10.0% | +79.6% | +68.4% |
| 3Y | +144.4% | +82.2% | +62.2% | +77.7% |
| 5Y | +134.1% | +59.4% | +74.8% | +75.3% |
| All | +620.2% | +128.6% | +491.5% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling