+35.0%
ITW vs ALM
+958.0%
-923.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.6% |
| 7D | -1.9% | +3.6% | -5.5% | -2.0% |
| 30D | -10.4% | +33.8% | -44.2% | -11.1% |
| 3M | +3.5% | +14.8% | -11.3% | +2.9% |
| 6M | -3.4% | -7.0% | +3.6% | -3.8% |
| YTD | +8.5% | +108.1% | -99.5% | +5.8% |
| 1Y | +3.2% | +313.8% | -310.5% | -1.3% |
| 3Y | +18.9% | +2,227.6% | -2,208.7% | +5.7% |
| 5Y | +35.0% | +956.6% | -921.6% | +22.4% |
| All | +35.0% | +958.0% | -923.0% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling