+37.5%
ITW vs ALK
-29.1%
+66.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.0% | +0.4% |
| 7D | -1.1% | +8.9% | -10.1% | -3.2% |
| 30D | +8.6% | +5.9% | +2.6% | +6.8% |
| 3M | -2.7% | -16.5% | +13.8% | +0.9% |
| 6M | +14.0% | +2.1% | +11.9% | +11.8% |
| YTD | +18.6% | -17.1% | +35.7% | +20.8% |
| 1Y | +19.8% | -2.9% | +22.6% | +17.0% |
| 3Y | +34.8% | +24.5% | +10.3% | +15.9% |
| 5Y | +37.5% | -29.1% | +66.6% | +35.5% |
| All | +37.5% | -29.1% | +66.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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