-10.2%
ADSK vs ITW
+24.0%
-34.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.7% | +6.8% |
| 7D | +11.4% | +6.3% | +5.1% | +11.0% |
| 30D | +21.9% | +11.1% | +10.8% | +21.4% |
| 3M | +13.9% | +0.1% | +13.8% | +12.9% |
| 6M | +9.1% | +18.1% | -9.0% | +11.9% |
| YTD | -8.8% | +21.4% | -30.2% | -7.2% |
| 1Y | -10.2% | +22.9% | -33.1% | -9.7% |
| All | -10.2% | +24.0% | -34.3% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling