+185.1%
ITW vs APA
-2.8%
+187.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -9.5% | +9.6% | -19.2% | -10.8% |
| 3M | +6.6% | +18.0% | -11.4% | +3.7% |
| 6M | -1.8% | +41.9% | -43.6% | -7.8% |
| YTD | +9.0% | +86.3% | -77.3% | -2.0% |
| 1Y | +3.6% | +97.9% | -94.3% | -8.1% |
| 3Y | +19.4% | +12.8% | +6.7% | +12.1% |
| 5Y | +36.4% | +177.2% | -140.8% | +8.6% |
| All | +185.1% | -2.8% | +187.9% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling