+19.1%
ITW vs ALC
-16.2%
+35.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -1.9% | -5.3% | +3.4% | -0.5% |
| 30D | -10.4% | -7.1% | -3.3% | -8.7% |
| 3M | +3.5% | +0.8% | +2.7% | +3.1% |
| 6M | -3.4% | -16.0% | +12.6% | +0.8% |
| YTD | +8.5% | -12.7% | +21.3% | +11.7% |
| 1Y | +3.2% | -12.8% | +16.1% | +6.1% |
| All | +19.1% | -16.2% | +35.3% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling