+194.6%
ITW vs AVAV
+357.1%
-162.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.8% |
| 7D | +0.5% | 0.0% | +0.5% | +0.2% |
| 30D | +9.1% | -9.9% | +19.0% | +10.0% |
| 3M | -1.6% | -34.7% | +33.1% | +2.8% |
| 6M | +14.5% | -26.6% | +41.1% | +16.6% |
| YTD | +19.2% | -48.9% | +68.1% | +24.7% |
| 1Y | +20.9% | -63.0% | +83.9% | +31.6% |
| 3Y | +33.1% | +1.6% | +31.5% | +18.8% |
| 5Y | +38.2% | +34.5% | +3.7% | +13.0% |
| All | +194.6% | +357.1% | -162.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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