+36.3%
ITW vs ABCL
-39.9%
+76.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| 3M | +7.1% | +111.1% | -104.0% | +1.3% |
| 6M | -1.9% | +231.6% | -233.4% | -10.7% |
| YTD | +10.4% | +234.5% | -224.1% | -0.1% |
| 1Y | +3.3% | +174.3% | -171.0% | -5.8% |
| 3Y | +21.0% | +111.5% | -90.5% | +8.7% |
| 5Y | +36.3% | -37.3% | +73.6% | +25.9% |
| All | +36.3% | -39.9% | +76.2% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling