+195.0%
ITW vs APD
+191.9%
+3.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.3% | +3.8% | -1.5% | +0.4% |
| 30D | +6.7% | +8.2% | -1.5% | +2.5% |
| 3M | -0.5% | +4.3% | -4.8% | -2.8% |
| 6M | +16.4% | +4.7% | +11.7% | +13.0% |
| YTD | +19.0% | +31.5% | -12.6% | +1.9% |
| 1Y | +20.2% | +23.5% | -3.3% | +6.0% |
| 3Y | +33.1% | +29.1% | +4.0% | +10.4% |
| 5Y | +35.7% | +15.9% | +19.8% | +16.7% |
| All | +195.0% | +191.9% | +3.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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