+62.5%
ITW vs ABCL
-81.2%
+143.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +2.3% | -3.3% | +5.6% | +2.5% |
| 30D | +6.7% | -7.1% | +13.8% | +6.9% |
| 3M | -0.5% | +4.7% | -5.3% | -1.2% |
| 6M | +16.4% | +140.9% | -124.5% | +10.2% |
| YTD | +19.0% | +236.0% | -217.0% | +10.0% |
| 1Y | +20.2% | +217.4% | -197.2% | +11.4% |
| 3Y | +33.1% | +188.7% | -155.6% | +20.3% |
| 5Y | +35.7% | -23.5% | +59.2% | +26.6% |
| All | +62.5% | -81.2% | +143.7% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling