+4.2%
ITW vs ALC
-10.2%
+14.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | -3.6% | -2.1% | -1.5% | -3.2% |
| 30D | -9.1% | -0.1% | -9.0% | -9.2% |
| 3M | +8.2% | +5.9% | +2.3% | +6.9% |
| 6M | -4.8% | -15.9% | +11.2% | -1.7% |
| YTD | +11.0% | -10.1% | +21.1% | +12.5% |
| 1Y | +4.2% | -10.2% | +14.5% | +5.3% |
| All | +4.2% | -10.2% | +14.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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