-61.4%
ADBE vs ITW
+35.4%
-96.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.6% |
| 7D | -12.9% | -2.4% | -10.5% | -11.7% |
| 30D | -5.6% | -9.5% | +3.9% | -0.3% |
| 3M | +6.6% | +6.6% | 0.0% | +2.7% |
| 6M | -9.6% | -1.8% | -7.8% | -9.4% |
| YTD | -28.9% | +9.0% | -37.9% | -34.2% |
| 1Y | -28.9% | +3.6% | -32.5% | -32.0% |
| 3Y | -55.6% | +19.4% | -75.0% | -62.8% |
| All | -61.4% | +35.4% | -96.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling