+34.8%
ITW vs ABCL
+196.9%
-162.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.2% | +1.9% |
| 7D | -1.1% | +12.4% | -13.6% | -1.5% |
| 30D | +8.6% | -0.4% | +8.9% | +8.5% |
| 3M | -2.7% | +80.4% | -83.1% | -5.6% |
| 6M | +14.0% | +138.5% | -124.6% | +8.3% |
| YTD | +18.6% | +265.5% | -246.9% | +9.3% |
| 1Y | +19.8% | +219.7% | -199.9% | +11.2% |
| 3Y | +34.8% | +209.4% | -174.6% | +20.5% |
| All | +34.8% | +196.9% | -162.1% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling