+5.7%
ITW vs ADVB
-88.3%
+94.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -3.6% | -3.8% | +0.2% | -3.6% |
| 30D | -9.1% | +17.6% | -26.7% | -9.1% |
| 3M | +8.2% | +119.1% | -110.9% | +7.7% |
| 6M | -4.8% | +103.4% | -108.1% | -5.3% |
| YTD | +11.0% | +59.8% | -48.8% | +10.7% |
| 1Y | +4.2% | +8.5% | -4.3% | +4.3% |
| All | +5.7% | -88.3% | +94.1% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling