+9.6%
ITW vs RAM
-82.2%
+91.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -32.5% | +29.7% | -3.5% |
| 7D | +1.4% | -49.5% | +50.9% | -0.2% |
| 30D | +6.8% | -63.2% | +70.1% | +4.3% |
| 3M | -3.4% | -58.5% | +55.1% | -5.0% |
| All | +9.6% | -82.2% | +91.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 6mo: compounded portfolio wealth divided by compounded RAM 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…
6mo analysis · Full analysis span regression · Available span rolling