+896.8%
ITW vs AG
+255.2%
+641.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +2.3% | -10.0% | +12.3% | +3.1% |
| 30D | +6.7% | -10.5% | +17.2% | +7.5% |
| 3M | -0.5% | -27.3% | +26.7% | +1.6% |
| 6M | +16.4% | -43.0% | +59.4% | +20.6% |
| YTD | +19.0% | -17.9% | +36.9% | +18.6% |
| 1Y | +20.2% | +11.9% | +8.3% | +16.7% |
| 3Y | +33.1% | +201.8% | -168.7% | +15.4% |
| 5Y | +35.7% | -0.1% | +35.8% | +25.7% |
| 10Y | +194.0% | +72.7% | +121.3% | +140.1% |
| All | +896.8% | +255.2% | +641.7% | +422.8% |
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 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