+127.8%
AAPL vs ITW
+36.9%
+90.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | +3.8% | -0.7% | +4.6% | +4.3% |
| 30D | +9.9% | -8.3% | +18.3% | +15.7% |
| 3M | +12.5% | +6.0% | +6.5% | +7.9% |
| 6M | +27.6% | 0.0% | +27.6% | +26.4% |
| YTD | +22.6% | +10.2% | +12.3% | +13.3% |
| 1Y | +45.0% | +3.2% | +41.8% | +39.5% |
| 3Y | +87.8% | +21.0% | +66.8% | +59.1% |
| All | +127.8% | +36.9% | +90.9% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling