+3.6%
ITW vs ALC
-15.7%
+19.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | -2.4% | -7.7% | +5.3% | -0.9% |
| 30D | -9.5% | -11.7% | +2.1% | -7.3% |
| 3M | +6.6% | +0.7% | +6.0% | +6.4% |
| 6M | -1.8% | -17.1% | +15.3% | +1.5% |
| YTD | +9.0% | -15.1% | +24.2% | +11.6% |
| 1Y | +3.6% | -14.1% | +17.7% | +4.8% |
| All | +3.6% | -15.7% | +19.3% | +4.8% |
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