-22.6%
ADBE vs ITW
+5.8%
-28.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.2% | -6.7% |
| 7D | -8.6% | -3.6% | -5.0% | -8.6% |
| 30D | +2.8% | -9.1% | +11.9% | +2.8% |
| 3M | +3.1% | +8.2% | -5.1% | +5.3% |
| 6M | -2.4% | -4.8% | +2.3% | -0.3% |
| YTD | -23.9% | +11.0% | -34.9% | -25.6% |
| 1Y | -22.6% | +4.2% | -26.8% | -21.8% |
| All | -22.6% | +5.8% | -28.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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