+21.0%
ITW vs AG
+249.7%
-228.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.2% |
| 7D | -0.7% | -6.7% | +6.0% | -0.5% |
| 30D | -8.3% | +2.2% | -10.5% | -8.5% |
| 3M | +6.0% | +15.7% | -9.7% | +5.2% |
| 6M | 0.0% | -23.8% | +23.8% | +0.6% |
| YTD | +10.2% | +17.6% | -7.4% | +8.8% |
| 1Y | +3.2% | +88.6% | -85.4% | -0.3% |
| 3Y | +21.0% | +253.4% | -232.4% | +12.8% |
| All | +21.0% | +249.7% | -228.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling