+215.4%
ADSK vs ITW
+194.8%
+20.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.0% |
| 30D | -14.9% | -8.3% | -6.5% | -9.8% |
| 3M | +3.3% | +6.0% | -2.7% | -0.8% |
| 6M | -15.7% | 0.0% | -15.6% | -16.6% |
| YTD | -28.2% | +10.2% | -38.5% | -34.4% |
| 1Y | -34.5% | +3.2% | -37.8% | -37.5% |
| 3Y | -2.9% | +21.0% | -23.9% | -18.7% |
| 5Y | -25.3% | +37.9% | -63.2% | -43.2% |
| All | +215.4% | +194.8% | +20.5% | +34.0% |
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 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