+7,430.6%
ITW vs AZO
+41,743.6%
-34,313.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | -3.6% | +2.8% | +0.3% |
| 30D | -8.3% | -5.6% | -2.8% | -6.9% |
| 3M | +6.0% | -6.6% | +12.7% | +7.7% |
| 6M | 0.0% | -22.5% | +22.5% | +6.7% |
| YTD | +10.2% | -15.2% | +25.4% | +14.4% |
| 1Y | +3.2% | -33.9% | +37.2% | +14.5% |
| 3Y | +21.0% | +11.8% | +9.2% | +14.8% |
| 5Y | +37.9% | +85.5% | -47.6% | +12.3% |
| 10Y | +193.2% | +298.2% | -105.0% | +90.4% |
| All | +7,430.6% | +41,743.6% | -34,313.0% | +1,942.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling