+39.6%
ADM vs CHRW
+20.6%
+19.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -0.1% | +1.9% | -2.0% | -0.1% |
| 30D | +11.0% | +0.9% | +10.1% | +11.0% |
| 3M | +6.0% | -19.9% | +25.9% | +6.6% |
| 6M | +26.9% | -15.8% | +42.7% | +27.3% |
| YTD | +50.0% | -5.6% | +55.6% | +49.5% |
| 1Y | +39.6% | +21.0% | +18.6% | +40.2% |
| All | +39.6% | +20.6% | +19.0% | +40.2% |
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