+115.3%
ADI vs CHRW
+85.4%
+29.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.6% | +4.1% | -1.4% | +1.9% |
| 30D | -4.6% | +1.9% | -6.5% | -5.0% |
| 3M | -9.5% | -21.2% | +11.7% | -6.0% |
| 6M | +14.8% | -16.7% | +31.5% | +17.6% |
| YTD | +35.8% | -5.4% | +41.2% | +34.8% |
| 1Y | +48.9% | +21.2% | +27.8% | +40.1% |
| All | +115.3% | +85.4% | +29.9% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling