+291.9%
AA vs ITW
+9,591.0%
-9,299.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.7% |
| 7D | -0.7% | -3.6% | +2.9% | +2.1% |
| 30D | +5.0% | -9.1% | +14.1% | +12.9% |
| 3M | -35.8% | +8.2% | -44.0% | -40.2% |
| 6M | -18.4% | -4.8% | -13.6% | -16.6% |
| YTD | -5.5% | +11.0% | -16.5% | -15.0% |
| 1Y | +61.0% | +4.2% | +56.7% | +51.7% |
| 3Y | +66.2% | +17.3% | +48.9% | +45.5% |
| 5Y | +11.4% | +33.0% | -21.6% | -11.1% |
| 10Y | +116.9% | +182.3% | -65.4% | +4.6% |
| All | +291.9% | +9,591.0% | -9,299.1% | -62.2% |
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 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