+384.5%
ALAB vs ITW
+5.1%
+379.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.8% |
| 7D | +9.6% | -1.9% | +11.5% | +10.5% |
| 30D | -5.3% | -10.4% | +5.1% | -0.8% |
| 3M | -12.0% | +3.5% | -15.6% | -15.1% |
| 6M | +145.7% | -3.4% | +149.1% | +144.9% |
| YTD | +80.7% | +8.5% | +72.1% | +67.4% |
| 1Y | +40.1% | +3.2% | +36.9% | +33.8% |
| All | +384.5% | +5.1% | +379.4% | +238.5% |
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