+162.4%
ADM vs CHRW
+168.2%
-5.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -0.1% | +1.9% | -2.0% | -0.5% |
| 30D | +11.0% | +0.9% | +10.1% | +10.7% |
| 3M | +6.0% | -19.9% | +25.9% | +10.3% |
| 6M | +26.9% | -15.8% | +42.7% | +30.0% |
| YTD | +50.0% | -5.6% | +55.6% | +48.3% |
| 1Y | +39.6% | +21.0% | +18.6% | +28.8% |
| 3Y | +18.5% | +86.0% | -67.5% | -5.3% |
| 5Y | +62.6% | +88.6% | -26.1% | +25.7% |
| 10Y | +162.4% | +169.3% | -6.9% | +80.6% |
| All | +162.4% | +168.2% | -5.8% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling