+21,346.7%
ADBE vs ITW
+9,371.1%
+11,975.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | -8.9% | -1.9% | -7.0% | -8.0% |
| 30D | -6.6% | -10.4% | +3.7% | -1.1% |
| 3M | +7.1% | +3.5% | +3.6% | +5.0% |
| 6M | -9.8% | -3.4% | -6.4% | -9.0% |
| YTD | -27.2% | +8.5% | -35.7% | -31.5% |
| 1Y | -28.0% | +3.2% | -31.3% | -30.5% |
| 3Y | -54.5% | +18.9% | -73.4% | -59.8% |
| 5Y | -61.5% | +35.0% | -96.5% | -68.1% |
| 10Y | +156.4% | +188.6% | -32.2% | +35.8% |
| All | +21,346.7% | +9,371.1% | +11,975.7% | +2,353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling