+22.9%
ITW vs AGI
-1.1%
+24.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.4% | +1.6% |
| 7D | +6.3% | -5.3% | +11.6% | +6.5% |
| 30D | +11.1% | -7.1% | +18.2% | +11.4% |
| 3M | +0.1% | +4.4% | -4.3% | -0.7% |
| 6M | +18.1% | -23.0% | +41.1% | +19.7% |
| YTD | +21.4% | -22.0% | +43.4% | +23.5% |
| 1Y | +22.9% | +0.3% | +22.6% | +26.2% |
| All | +22.9% | -1.1% | +24.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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