+37.5%
ITW vs ABCL
-18.8%
+56.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.2% | +1.8% |
| 7D | -1.1% | +12.4% | -13.6% | -1.8% |
| 30D | +8.6% | -0.4% | +8.9% | +8.4% |
| 3M | -2.7% | +80.4% | -83.1% | -6.9% |
| 6M | +14.0% | +138.5% | -124.6% | +6.0% |
| YTD | +18.6% | +265.5% | -246.9% | +6.1% |
| 1Y | +19.8% | +219.7% | -199.9% | +8.1% |
| 3Y | +34.8% | +209.4% | -174.6% | +16.6% |
| 5Y | +37.5% | -15.0% | +52.5% | +24.6% |
| All | +37.5% | -18.8% | +56.3% | +24.6% |
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 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