+22.9%
ITW vs AZO
-7.5%
+30.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +1.6% |
| 7D | +6.3% | +5.3% | +0.9% | +5.2% |
| 30D | +11.1% | +18.4% | -7.4% | +7.5% |
| 3M | +0.1% | +9.8% | -9.7% | -1.9% |
| 6M | +18.1% | -4.5% | +22.6% | +18.4% |
| YTD | +21.4% | -1.9% | +23.3% | +22.2% |
| 1Y | +22.9% | -9.5% | +32.4% | +24.9% |
| All | +22.9% | -7.5% | +30.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling