-34.5%
ADSK vs ITW
+4.8%
-39.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | -14.9% | -8.3% | -6.5% | -14.8% |
| 3M | +3.3% | +6.0% | -2.7% | +5.1% |
| 6M | -15.7% | 0.0% | -15.6% | -14.7% |
| YTD | -28.2% | +10.2% | -38.5% | -28.3% |
| 1Y | -34.5% | +3.2% | -37.8% | -32.2% |
| All | -34.5% | +4.8% | -39.4% | -32.2% |
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