+10.3%
ADM vs CHRW
+80.1%
-69.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +4.2% | +7.3% | -3.1% | +3.8% |
| 30D | -12.8% | -3.6% | -9.3% | -12.7% |
| 3M | -8.5% | -9.6% | +1.1% | -8.1% |
| 6M | -10.9% | -17.0% | +6.1% | -10.2% |
| YTD | +29.4% | -15.4% | +44.8% | +29.3% |
| 1Y | +27.5% | -10.0% | +37.5% | +26.6% |
| 3Y | +10.3% | +82.2% | -71.8% | -4.6% |
| All | +10.3% | +80.1% | -69.8% | -4.6% |
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 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