+21.0%
ITW vs ABCL
+105.4%
-84.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.4% | +1.4% | -1.9% | -0.5% |
| 30D | -9.4% | +65.1% | -74.5% | -11.7% |
| 3M | +7.1% | +111.1% | -104.0% | +2.8% |
| 6M | -1.9% | +231.6% | -233.4% | -8.8% |
| YTD | +10.4% | +234.5% | -224.1% | +2.1% |
| 1Y | +3.3% | +174.3% | -171.0% | -4.0% |
| 3Y | +21.0% | +111.5% | -90.5% | +10.0% |
| All | +21.0% | +105.4% | -84.4% | +10.0% |
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