+48.3%
ITW vs ABCL
-81.9%
+130.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.6% |
| 7D | -1.9% | -2.7% | +0.8% | -1.8% |
| 30D | -10.4% | +18.3% | -28.7% | -11.2% |
| 3M | +3.5% | +108.5% | -105.0% | -0.7% |
| 6M | -3.4% | +213.9% | -217.3% | -9.7% |
| YTD | +8.5% | +223.1% | -214.6% | +0.8% |
| 1Y | +3.2% | +160.6% | -157.4% | -3.5% |
| 3Y | +18.9% | +104.3% | -85.4% | +9.5% |
| 5Y | +35.0% | -40.0% | +75.1% | +26.4% |
| All | +48.3% | -81.9% | +130.1% | +43.6% |
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