+358.7%
ALAB vs ITW
+5.5%
+353.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.5% |
| 7D | +0.6% | -2.4% | +3.0% | +1.6% |
| 30D | -8.8% | -9.5% | +0.7% | -4.9% |
| 3M | -14.0% | +6.6% | -20.7% | -18.3% |
| 6M | +144.3% | -1.8% | +146.0% | +141.5% |
| YTD | +71.0% | +9.0% | +62.0% | +58.1% |
| 1Y | +23.5% | +3.6% | +19.9% | +17.8% |
| All | +358.7% | +5.5% | +353.2% | +219.8% |
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 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