+35.0%
ITW vs ACM
+2.7%
+32.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -0.6% |
| 7D | -1.9% | -3.7% | +1.8% | -0.5% |
| 30D | -10.4% | -12.7% | +2.3% | -6.2% |
| 3M | +3.5% | -9.8% | +13.3% | +6.8% |
| 6M | -3.4% | -31.4% | +28.0% | +10.4% |
| YTD | +8.5% | -32.1% | +40.6% | +23.2% |
| 1Y | +3.2% | -47.8% | +51.0% | +30.8% |
| 3Y | +18.9% | -22.1% | +41.0% | +22.2% |
| 5Y | +35.0% | +1.8% | +33.2% | +23.0% |
| All | +35.0% | +2.7% | +32.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling