+113.1%
ADI vs ITW
+18.9%
+94.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | +1.3% | -2.4% | +3.7% | +3.3% |
| 30D | -6.0% | -9.5% | +3.6% | +2.1% |
| 3M | -7.7% | +6.6% | -14.4% | -13.8% |
| 6M | +14.0% | -1.8% | +15.7% | +14.4% |
| YTD | +34.4% | +9.0% | +25.4% | +21.8% |
| 1Y | +48.0% | +3.6% | +44.4% | +40.5% |
| All | +113.1% | +18.9% | +94.2% | +75.8% |
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 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