+21.3%
ADM vs CHRW
-10.6%
+31.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -8.3% | +4.9% | -13.2% | -8.3% |
| 30D | -14.1% | -4.8% | -9.3% | -14.0% |
| 3M | -10.7% | -13.1% | +2.4% | -10.5% |
| 6M | -5.9% | -16.3% | +10.4% | -5.3% |
| YTD | +25.8% | -15.8% | +41.6% | +22.9% |
| 1Y | +21.3% | -11.1% | +32.4% | +18.7% |
| All | +21.3% | -10.6% | +31.8% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling