+9,052.6%
ITW vs APA
+832.5%
+8,220.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.9% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | -9.4% | +15.7% | -25.2% | -12.0% |
| 3M | +7.1% | +16.5% | -9.4% | +3.5% |
| 6M | -1.9% | +35.1% | -37.0% | -8.6% |
| YTD | +10.4% | +82.2% | -71.8% | -3.2% |
| 1Y | +3.3% | +102.5% | -99.2% | -11.7% |
| 3Y | +21.0% | +10.3% | +10.7% | +12.4% |
| 5Y | +36.3% | +166.1% | -129.8% | +1.9% |
| 10Y | +185.8% | -4.9% | +190.7% | +111.9% |
| All | +9,052.6% | +832.5% | +8,220.1% | +4,646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling