+197.1%
ABT vs ITW
+194.8%
+2.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -5.9% | -0.7% | -5.2% | -5.6% |
| 30D | -8.1% | -8.3% | +0.2% | -4.4% |
| 3M | +14.5% | +6.0% | +8.5% | +11.4% |
| 6M | -6.3% | 0.0% | -6.3% | -6.6% |
| YTD | -17.1% | +10.2% | -27.3% | -21.2% |
| 1Y | -21.4% | +3.2% | -24.6% | -23.1% |
| 3Y | +5.9% | +21.0% | -15.1% | -5.5% |
| 5Y | -12.8% | +37.9% | -50.7% | -28.4% |
| All | +197.1% | +194.8% | +2.3% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling