+9,757.5%
ITW vs APA
+942.5%
+8,815.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | 0.0% |
| 7D | +2.3% | +8.5% | -6.2% | +0.8% |
| 30D | +6.7% | +2.8% | +3.9% | +5.8% |
| 3M | -0.5% | +21.7% | -22.3% | -4.6% |
| 6M | +16.4% | +32.6% | -16.2% | +9.1% |
| YTD | +19.0% | +103.7% | -84.8% | +1.7% |
| 1Y | +20.2% | +101.8% | -81.6% | +2.9% |
| 3Y | +33.1% | +48.1% | -15.0% | +16.7% |
| 5Y | +35.7% | +91.9% | -56.2% | +8.3% |
| 10Y | +194.0% | +8.4% | +185.7% | +112.1% |
| All | +9,757.5% | +942.5% | +8,815.0% | +4,886.2% |
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