+1,665.8%
AMAT vs ITW
+185.4%
+1,480.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.4% |
| 7D | +7.0% | -0.4% | +7.4% | +7.3% |
| 30D | -12.2% | -9.4% | -2.8% | -4.6% |
| 3M | -3.8% | +7.1% | -10.9% | -10.2% |
| 6M | +45.9% | -1.9% | +47.8% | +46.8% |
| YTD | +84.6% | +10.4% | +74.2% | +66.6% |
| 1Y | +193.4% | +3.3% | +190.1% | +179.0% |
| 3Y | +228.1% | +21.0% | +207.1% | +168.4% |
| 5Y | +268.9% | +36.3% | +232.6% | +172.9% |
| 10Y | +1,665.8% | +185.8% | +1,480.0% | +664.5% |
| All | +1,665.8% | +185.4% | +1,480.3% | +664.5% |
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