-55.3%
ADBE vs ITW
+20.2%
-75.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -5.4% | -0.7% | -4.6% | -5.2% |
| 30D | -2.5% | -8.3% | +5.8% | -0.2% |
| 3M | +15.3% | +6.0% | +9.3% | +13.8% |
| 6M | -7.8% | 0.0% | -7.8% | -7.7% |
| YTD | -27.9% | +10.2% | -38.2% | -31.2% |
| 1Y | -28.0% | +3.2% | -31.3% | -29.4% |
| 3Y | -55.3% | +21.0% | -76.3% | -59.2% |
| All | -55.3% | +20.2% | -75.5% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling