+1,285.5%
ITW vs AGI
+5,453.2%
-4,167.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.8% |
| 7D | -1.9% | +2.2% | -4.1% | -2.0% |
| 30D | -10.4% | +11.3% | -21.6% | -10.8% |
| 3M | +3.5% | +5.6% | -2.1% | +3.1% |
| 6M | -3.4% | -27.7% | +24.3% | -2.3% |
| YTD | +8.5% | -4.1% | +12.6% | +8.2% |
| 1Y | +3.2% | +13.8% | -10.6% | +2.0% |
| 3Y | +18.9% | +217.0% | -198.2% | +11.6% |
| 5Y | +35.0% | +404.3% | -369.3% | +23.5% |
| 10Y | +188.6% | +400.5% | -211.9% | +157.3% |
| All | +1,285.5% | +5,453.2% | -4,167.7% | +1,058.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling