+18.6%
ADM vs CHRW
+78.9%
-60.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +3.8% | -1.4% | +5.2% | +3.9% |
| 30D | +9.8% | -3.5% | +13.2% | +10.0% |
| 3M | +2.1% | -19.4% | +21.5% | +3.6% |
| 6M | +27.5% | -21.4% | +48.9% | +29.4% |
| YTD | +50.2% | -7.1% | +57.3% | +49.4% |
| 1Y | +40.6% | +17.8% | +22.8% | +36.1% |
| All | +18.6% | +78.9% | -60.3% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling