+9,798.6%
ITW vs APD
+6,445.2%
+3,353.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -1.6% | -1.2% | -0.5% | -1.0% |
| 30D | +8.9% | +11.0% | -2.1% | +3.6% |
| 3M | -0.9% | +2.6% | -3.4% | -2.2% |
| 6M | +16.0% | +4.8% | +11.1% | +12.7% |
| YTD | +19.4% | +31.0% | -11.5% | +3.8% |
| 1Y | +20.7% | +23.4% | -2.7% | +7.6% |
| 3Y | +33.4% | +28.4% | +5.1% | +13.2% |
| 5Y | +39.1% | +15.2% | +23.9% | +22.3% |
| 10Y | +195.3% | +190.7% | +4.6% | +63.5% |
| All | +9,798.6% | +6,445.2% | +3,353.4% | +1,427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling