+830.5%
ITW vs AG
+445.6%
+384.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -3.6% | +1.0% | -4.6% | -3.7% |
| 30D | -9.1% | +19.2% | -28.3% | -10.5% |
| 3M | +8.2% | +6.2% | +2.1% | +7.2% |
| 6M | -4.8% | -26.7% | +21.9% | -3.3% |
| YTD | +11.0% | +26.1% | -15.1% | +7.3% |
| 1Y | +4.2% | +131.7% | -127.4% | -4.7% |
| 3Y | +17.3% | +255.3% | -238.1% | +0.5% |
| 5Y | +33.0% | +61.9% | -28.9% | +18.8% |
| 10Y | +182.3% | +72.0% | +110.3% | +131.9% |
| All | +830.5% | +445.6% | +384.8% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling