+21.0%
ITW vs AVAV
+31.0%
-10.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.6% |
| 7D | -0.4% | +3.2% | -3.6% | -0.6% |
| 30D | -9.4% | -20.3% | +10.9% | -8.6% |
| 3M | +7.1% | -19.4% | +26.5% | +7.7% |
| 6M | -1.9% | -35.3% | +33.4% | -0.7% |
| YTD | +10.4% | -38.5% | +48.9% | +11.7% |
| 1Y | +3.3% | -37.2% | +40.5% | +3.7% |
| 3Y | +21.0% | +31.1% | -10.1% | +13.2% |
| All | +21.0% | +31.0% | -10.0% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling