+141.2%
ADI vs CHRW
+90.3%
+51.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +2.4% | +1.9% | +0.5% | +2.0% |
| 30D | -6.6% | +0.9% | -7.5% | -6.9% |
| 3M | -9.8% | -19.9% | +10.1% | -5.5% |
| 6M | +15.7% | -15.8% | +31.5% | +19.0% |
| YTD | +35.1% | -5.6% | +40.7% | +33.8% |
| 1Y | +47.7% | +21.0% | +26.7% | +35.7% |
| 3Y | +114.5% | +86.0% | +28.4% | +68.3% |
| 5Y | +141.2% | +88.6% | +52.6% | +87.9% |
| All | +141.2% | +90.3% | +51.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling