+22.9%
ITW vs ADVB
-76.7%
+99.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.3% |
| 7D | +6.3% | -29.5% | +35.8% | +6.0% |
| 30D | +11.1% | -66.9% | +78.0% | +10.2% |
| 3M | +0.1% | -73.7% | +73.8% | -0.8% |
| 6M | +18.1% | -64.8% | +82.8% | +18.3% |
| YTD | +21.4% | -64.0% | +85.4% | +22.0% |
| 1Y | +22.9% | -77.0% | +99.9% | +22.0% |
| All | +22.9% | -76.7% | +99.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling