+3.2%
ITW vs ADVB
-3.0%
+6.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.8% |
| 7D | -1.9% | -13.0% | +11.1% | -2.0% |
| 30D | -10.4% | +7.5% | -17.8% | -10.3% |
| 3M | +3.5% | +129.1% | -125.6% | +4.4% |
| 6M | -3.4% | +71.7% | -75.1% | -2.4% |
| YTD | +8.5% | +45.5% | -37.0% | +9.7% |
| 1Y | +3.2% | -2.7% | +6.0% | +4.5% |
| All | +3.2% | -3.0% | +6.2% | +4.5% |
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