+35.3%
ITW vs ALB
-63.0%
+98.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +0.5% | -3.6% | +4.0% | +0.9% |
| 30D | +7.7% | -2.9% | +10.5% | +8.0% |
| 3M | -1.3% | -25.8% | +24.5% | +2.3% |
| 6M | +15.5% | -53.6% | +69.1% | +27.3% |
| YTD | +18.6% | -32.4% | +51.0% | +22.3% |
| 1Y | +19.8% | -13.0% | +32.9% | +18.6% |
| 3Y | +32.5% | -15.0% | +47.5% | +23.2% |
| 5Y | +35.3% | -63.5% | +98.9% | +43.1% |
| All | +35.3% | -63.0% | +98.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling