+636.4%
ADI vs CHRW
+170.5%
+465.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.6% | +4.1% | -1.4% | +1.3% |
| 30D | -4.6% | +1.9% | -6.5% | -5.3% |
| 3M | -9.5% | -21.2% | +11.7% | -3.4% |
| 6M | +14.8% | -16.7% | +31.5% | +19.6% |
| YTD | +35.8% | -5.4% | +41.2% | +34.1% |
| 1Y | +48.9% | +21.2% | +27.8% | +33.4% |
| 3Y | +115.6% | +86.5% | +29.1% | +58.3% |
| 5Y | +135.1% | +93.0% | +42.1% | +65.2% |
| 10Y | +636.4% | +174.5% | +461.9% | +341.8% |
| All | +636.4% | +170.5% | +465.9% | +341.8% |
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