+9,101.3%
ITW vs APD
+6,115.6%
+2,985.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -3.6% | -2.2% | -1.3% | -2.6% |
| 30D | -9.1% | +2.1% | -11.2% | -10.1% |
| 3M | +8.2% | +7.2% | +1.0% | +4.2% |
| 6M | -4.8% | +11.2% | -16.0% | -10.2% |
| YTD | +11.0% | +24.4% | -13.4% | -1.0% |
| 1Y | +4.2% | +6.7% | -2.4% | -0.7% |
| 3Y | +17.3% | +9.2% | +8.0% | +7.0% |
| 5Y | +33.0% | +27.4% | +5.6% | +11.2% |
| 10Y | +182.3% | +164.8% | +17.5% | +63.4% |
| All | +9,101.3% | +6,115.6% | +2,985.7% | +1,356.0% |
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