+188.3%
ITW vs AGI
+392.3%
-204.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.6% |
| 30D | -8.3% | +7.2% | -15.6% | -8.6% |
| 3M | +6.0% | +4.3% | +1.8% | +5.7% |
| 6M | 0.0% | -27.1% | +27.1% | +1.0% |
| YTD | +10.2% | -6.6% | +16.8% | +10.1% |
| 1Y | +3.2% | +9.5% | -6.3% | +2.3% |
| 3Y | +21.0% | +208.4% | -187.5% | +13.9% |
| 5Y | +37.9% | +401.6% | -363.7% | +27.0% |
| All | +188.3% | +392.3% | -204.1% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling