+185.1%
ITW vs ACM
+131.7%
+53.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.2% |
| 7D | -2.4% | -5.9% | +3.5% | +0.1% |
| 30D | -9.5% | -6.2% | -3.3% | -7.6% |
| 3M | +6.6% | -7.9% | +14.5% | +9.4% |
| 6M | -1.8% | -30.6% | +28.9% | +12.8% |
| YTD | +9.0% | -33.3% | +42.3% | +26.0% |
| 1Y | +3.6% | -49.2% | +52.8% | +34.0% |
| 3Y | +19.4% | -23.5% | +42.9% | +26.8% |
| 5Y | +36.4% | +0.9% | +35.5% | +26.1% |
| All | +185.1% | +131.7% | +53.4% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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