+3,803.6%
ADI vs CHRW
+3,771.3%
+32.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.6% |
| 7D | +0.7% | -0.1% | +0.8% | +0.9% |
| 30D | +0.7% | -4.3% | +5.0% | +2.1% |
| 3M | +6.5% | -7.4% | +13.9% | +8.5% |
| 6M | -2.7% | -20.7% | +18.0% | +3.4% |
| YTD | +52.2% | -15.9% | +68.1% | +55.8% |
| 1Y | +77.5% | -9.9% | +87.3% | +77.0% |
| 3Y | +148.8% | +79.0% | +69.8% | +81.4% |
| 5Y | +142.9% | +61.3% | +81.6% | +80.3% |
| 10Y | +653.2% | +128.5% | +524.7% | +370.9% |
| All | +3,803.6% | +3,771.3% | +32.3% | +613.4% |
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