+1,362.0%
AMAT vs ITW
+191.9%
+1,170.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | +19.3% | +0.5% | +18.9% | +19.0% |
| 30D | -17.9% | +7.7% | -25.6% | -23.0% |
| 3M | -30.4% | -1.3% | -29.1% | -30.0% |
| 6M | -11.4% | +15.5% | -26.9% | -22.8% |
| YTD | +48.8% | +18.6% | +30.1% | +25.7% |
| 1Y | +66.0% | +19.8% | +46.2% | +38.7% |
| 3Y | +158.8% | +32.5% | +126.3% | +95.1% |
| 5Y | +153.2% | +35.3% | +117.8% | +87.1% |
| All | +1,362.0% | +191.9% | +1,170.1% | +501.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling