+45.1%
ABNB vs ITW
+5.8%
+39.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -4.0% | -3.6% | -0.4% | -3.0% |
| 30D | +19.3% | -9.1% | +28.5% | +22.4% |
| 3M | +36.1% | +8.2% | +27.8% | +34.0% |
| 6M | +34.2% | -4.8% | +39.0% | +33.9% |
| YTD | +34.1% | +11.0% | +23.0% | +29.0% |
| 1Y | +45.1% | +4.2% | +40.9% | +38.1% |
| All | +45.1% | +5.8% | +39.4% | +38.1% |
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