+188.3%
AMAT vs ITW
+2.1%
+186.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +6.9% | -1.9% | +8.8% | +7.7% |
| 30D | -10.1% | -10.4% | +0.3% | -6.1% |
| 3M | -6.0% | +3.5% | -9.5% | -9.5% |
| 6M | +38.6% | -3.4% | +42.0% | +35.8% |
| YTD | +83.1% | +8.5% | +74.6% | +74.1% |
| 1Y | +188.3% | +3.2% | +185.1% | +197.0% |
| All | +188.3% | +2.1% | +186.3% | +197.0% |
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