+138.3%
ADI vs ITW
+36.9%
+101.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.7% | +3.9% |
| 7D | +4.6% | -0.7% | +5.3% | +5.2% |
| 30D | -1.2% | -8.3% | +7.2% | +6.0% |
| 3M | -7.8% | +6.0% | -13.8% | -13.0% |
| 6M | +19.3% | 0.0% | +19.4% | +18.3% |
| YTD | +40.9% | +10.2% | +30.7% | +28.0% |
| 1Y | +54.5% | +3.2% | +51.3% | +48.2% |
| 3Y | +123.4% | +21.0% | +102.4% | +87.1% |
| All | +138.3% | +36.9% | +101.4% | +72.5% |
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