+19.1%
ITW vs ALB
-29.2%
+48.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.5% |
| 7D | -1.9% | -8.6% | +6.7% | -1.0% |
| 30D | -10.4% | -4.0% | -6.3% | -10.1% |
| 3M | +3.5% | -17.4% | +20.9% | +5.4% |
| 6M | -3.4% | -25.4% | +22.0% | -1.2% |
| YTD | +8.5% | -10.5% | +19.0% | +8.0% |
| 1Y | +3.2% | +75.8% | -72.6% | -6.7% |
| All | +19.1% | -29.2% | +48.3% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling