+37,360.5%
ADI vs ITW
+9,371.1%
+27,989.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.6% |
| 7D | +2.6% | -1.9% | +4.5% | +3.8% |
| 30D | -4.6% | -10.4% | +5.7% | +1.8% |
| 3M | -9.5% | +3.5% | -13.0% | -11.7% |
| 6M | +14.8% | -3.4% | +18.2% | +16.8% |
| YTD | +35.8% | +8.5% | +27.3% | +28.6% |
| 1Y | +48.9% | +3.2% | +45.7% | +45.2% |
| 3Y | +115.6% | +18.9% | +96.7% | +94.6% |
| 5Y | +135.1% | +35.0% | +100.1% | +96.9% |
| 10Y | +636.4% | +188.6% | +447.8% | +297.0% |
| All | +37,360.5% | +9,371.1% | +27,989.4% | +3,809.0% |
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