+3.2%
ITW vs ALB
+66.4%
-63.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +1.2% |
| 7D | -0.7% | -6.6% | +5.9% | -0.6% |
| 30D | -8.3% | -8.1% | -0.2% | -8.2% |
| 3M | +6.0% | -25.7% | +31.7% | +6.8% |
| 6M | 0.0% | -29.5% | +29.4% | +0.4% |
| YTD | +10.2% | -16.2% | +26.4% | +10.9% |
| 1Y | +3.2% | +59.2% | -56.0% | +6.3% |
| All | +3.2% | +66.4% | -63.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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