+84.5%
AAPL vs ITW
+18.9%
+65.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | -0.5% | -2.4% | +1.9% | +0.7% |
| 30D | +7.1% | -9.5% | +16.6% | +12.3% |
| 3M | +12.1% | +6.6% | +5.4% | +7.9% |
| 6M | +25.4% | -1.8% | +27.2% | +25.7% |
| YTD | +20.5% | +9.0% | +11.4% | +13.1% |
| 1Y | +44.5% | +3.6% | +41.0% | +39.6% |
| All | +84.5% | +18.9% | +65.6% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling