+35.5%
ITW vs APA
+94.1%
-58.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | +2.3% | +8.5% | -6.2% | +1.3% |
| 30D | +6.7% | +2.8% | +3.9% | +6.1% |
| 3M | -0.5% | +21.7% | -22.3% | -3.4% |
| 6M | +16.4% | +32.6% | -16.2% | +11.3% |
| YTD | +19.0% | +103.7% | -84.8% | +5.0% |
| 1Y | +20.2% | +101.8% | -81.6% | +6.2% |
| 3Y | +33.1% | +48.1% | -15.0% | +18.5% |
| All | +35.5% | +94.1% | -58.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling