+17.5%
ITW vs AS
+134.9%
-117.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | +0.9% | +6.9% | -6.1% | +0.1% |
| 30D | +7.6% | +16.0% | -8.4% | +5.7% |
| 3M | -4.0% | -12.8% | +8.8% | -2.7% |
| 6M | +9.2% | -15.4% | +24.6% | +11.0% |
| YTD | +16.2% | -15.7% | +32.0% | +17.6% |
| 1Y | +17.9% | +6.1% | +11.9% | +16.3% |
| All | +17.5% | +134.9% | -117.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling