+651.5%
ADI vs ITW
+194.8%
+456.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.7% | +4.0% |
| 7D | +4.6% | -0.7% | +5.3% | +5.1% |
| 30D | -1.2% | -8.3% | +7.2% | +5.4% |
| 3M | -7.8% | +6.0% | -13.8% | -12.4% |
| 6M | +19.3% | 0.0% | +19.4% | +18.6% |
| YTD | +40.9% | +10.2% | +30.7% | +29.6% |
| 1Y | +54.5% | +3.2% | +51.3% | +49.1% |
| 3Y | +123.4% | +21.0% | +102.5% | +92.0% |
| 5Y | +142.3% | +37.9% | +104.4% | +87.4% |
| All | +651.5% | +194.8% | +456.7% | +270.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling