+188.3%
ITW vs AZO
+296.8%
-108.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | -3.6% | +2.8% | +0.5% |
| 30D | -8.3% | -5.6% | -2.8% | -6.5% |
| 3M | +6.0% | -6.6% | +12.7% | +8.2% |
| 6M | 0.0% | -22.5% | +22.5% | +8.6% |
| YTD | +10.2% | -15.2% | +25.4% | +15.4% |
| 1Y | +3.2% | -33.9% | +37.2% | +18.1% |
| 3Y | +21.0% | +11.8% | +9.2% | +11.6% |
| 5Y | +37.9% | +85.5% | -47.6% | +1.6% |
| All | +188.3% | +296.8% | -108.5% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling