+1,688.1%
ITW vs AU
+751.1%
+937.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | +0.8% |
| 7D | -2.4% | -7.0% | +4.6% | -1.9% |
| 30D | -9.5% | +7.3% | -16.8% | -10.1% |
| 3M | +6.6% | +33.2% | -26.6% | +4.3% |
| 6M | -1.8% | -0.6% | -1.1% | -2.3% |
| YTD | +9.0% | +26.2% | -17.1% | +6.4% |
| 1Y | +3.6% | +68.3% | -64.7% | -1.3% |
| 3Y | +19.4% | +592.1% | -572.7% | +1.4% |
| 5Y | +36.4% | +685.3% | -648.9% | +13.1% |
| 10Y | +190.0% | +682.5% | -492.6% | +130.9% |
| All | +1,688.1% | +751.1% | +937.0% | +1,295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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