+126.7%
AMAT vs ITW
+34.3%
+92.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.5% |
| 7D | -14.7% | +0.9% | -15.6% | -15.4% |
| 30D | -36.1% | +7.6% | -43.7% | -40.1% |
| 3M | -36.9% | -4.0% | -32.8% | -35.0% |
| 6M | -22.2% | +9.2% | -31.4% | -29.2% |
| YTD | +29.9% | +16.2% | +13.7% | +10.6% |
| 1Y | +43.3% | +17.9% | +25.3% | +19.9% |
| 3Y | +142.7% | +30.6% | +112.1% | +78.4% |
| All | +126.7% | +34.3% | +92.4% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling