+1,315.3%
AMAT vs ITW
+212.0%
+1,103.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.3% | +9.7% |
| 7D | -1.1% | -1.1% | +0.1% | +0.1% |
| 30D | -26.9% | +8.6% | -35.5% | -31.9% |
| 3M | -31.2% | -2.7% | -28.5% | -30.0% |
| 6M | -14.7% | +14.0% | -28.7% | -24.8% |
| YTD | +44.7% | +18.6% | +26.1% | +22.3% |
| 1Y | +62.0% | +19.8% | +42.2% | +35.3% |
| 3Y | +165.0% | +34.8% | +130.1% | +96.8% |
| 5Y | +147.1% | +37.5% | +109.6% | +80.3% |
| 10Y | +1,315.3% | +199.9% | +1,115.4% | +511.3% |
| All | +1,315.3% | +212.0% | +1,103.3% | +511.3% |
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 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