+188.9%
AMAT vs ITW
+5.8%
+183.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -1.5% | -3.6% | +2.1% | 0.0% |
| 30D | -14.8% | -9.1% | -5.6% | -11.5% |
| 3M | -9.3% | +8.2% | -17.5% | -14.4% |
| 6M | +27.4% | -4.8% | +32.2% | +24.8% |
| YTD | +77.6% | +11.0% | +66.5% | +67.4% |
| 1Y | +188.9% | +4.2% | +184.7% | +194.3% |
| All | +188.9% | +5.8% | +183.2% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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