+3.2%
ITW vs ALHC
-19.9%
+23.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -0.7% | -6.9% | +6.1% | -0.5% |
| 30D | -8.3% | -6.7% | -1.6% | -8.1% |
| 3M | +6.0% | -37.7% | +43.7% | +7.4% |
| 6M | 0.0% | -30.0% | +30.0% | -0.1% |
| YTD | +10.2% | -36.2% | +46.4% | +9.8% |
| 1Y | +3.2% | -22.9% | +26.1% | +1.9% |
| All | +3.2% | -19.9% | +23.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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