+3,356.7%
ADI vs CHRW
+4,173.0%
-816.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +0.4% | -1.4% | +1.8% | +1.0% |
| 30D | -3.8% | -3.5% | -0.3% | -2.7% |
| 3M | -15.3% | -19.4% | +4.1% | -9.4% |
| 6M | +6.7% | -21.4% | +28.1% | +14.3% |
| YTD | +34.8% | -7.1% | +41.9% | +34.2% |
| 1Y | +49.0% | +17.8% | +31.2% | +33.9% |
| 3Y | +108.1% | +78.8% | +29.3% | +53.4% |
| 5Y | +142.4% | +83.5% | +58.9% | +72.8% |
| 10Y | +589.9% | +160.2% | +429.7% | +314.2% |
| All | +3,356.7% | +4,173.0% | -816.2% | +514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling