+22.9%
ITW vs ALM
+44.8%
-21.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.4% |
| 7D | +6.3% | -6.4% | +12.7% | +6.4% |
| 30D | +11.1% | -35.0% | +46.1% | +12.0% |
| 3M | +0.1% | -33.8% | +33.9% | +0.7% |
| 6M | +18.1% | -55.0% | +73.1% | +19.9% |
| YTD | +21.4% | -0.2% | +21.6% | +23.9% |
| 1Y | +22.9% | +41.8% | -18.9% | +27.0% |
| All | +22.9% | +44.8% | -21.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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