+3,666.0%
ADI vs CHRW
+3,633.2%
+32.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.6% | +7.5% |
| 7D | -4.4% | +0.2% | -4.6% | -4.3% |
| 30D | -2.8% | -9.4% | +6.5% | +0.4% |
| 3M | +1.5% | -13.3% | +14.8% | +5.9% |
| 6M | -4.7% | -24.2% | +19.5% | +2.9% |
| YTD | +46.8% | -18.9% | +65.7% | +52.3% |
| 1Y | +74.9% | -12.4% | +87.3% | +76.2% |
| 3Y | +147.4% | +72.2% | +75.2% | +82.9% |
| 5Y | +131.9% | +53.4% | +78.5% | +75.5% |
| 10Y | +630.6% | +127.0% | +503.6% | +357.4% |
| All | +3,666.0% | +3,633.2% | +32.8% | +597.4% |
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