+22.9%
ITW vs ABCL
+138.2%
-115.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | +6.3% | -10.0% | +16.3% | +6.3% |
| 30D | +11.1% | -10.9% | +22.0% | +11.1% |
| 3M | +0.1% | +101.6% | -101.5% | -0.1% |
| 6M | +18.1% | +167.5% | -149.5% | +16.3% |
| YTD | +21.4% | +259.1% | -237.7% | +17.6% |
| 1Y | +22.9% | +152.2% | -129.3% | +20.4% |
| All | +22.9% | +138.2% | -115.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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