+195.0%
ITW vs APA
+8.7%
+186.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | 0.0% |
| 7D | +2.3% | +8.5% | -6.2% | +1.2% |
| 30D | +6.7% | +2.8% | +3.9% | +6.0% |
| 3M | -0.5% | +21.7% | -22.3% | -3.7% |
| 6M | +16.4% | +32.6% | -16.2% | +10.8% |
| YTD | +19.0% | +103.7% | -84.8% | +5.3% |
| 1Y | +20.2% | +101.8% | -81.6% | +6.5% |
| 3Y | +33.1% | +48.1% | -15.0% | +20.0% |
| 5Y | +35.7% | +91.9% | -56.2% | +14.2% |
| All | +195.0% | +8.7% | +186.3% | +119.6% |
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