+137,736.4%
AMAT vs ITW
+9,591.0%
+128,145.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.7% |
| 7D | -1.5% | -3.6% | +2.1% | +0.9% |
| 30D | -14.8% | -9.1% | -5.6% | -9.2% |
| 3M | -9.3% | +8.2% | -17.5% | -14.4% |
| 6M | +27.4% | -4.8% | +32.2% | +31.0% |
| YTD | +77.6% | +11.0% | +66.5% | +64.0% |
| 1Y | +188.9% | +4.2% | +184.7% | +177.3% |
| 3Y | +202.3% | +17.3% | +185.0% | +167.6% |
| 5Y | +248.9% | +33.0% | +215.9% | +188.2% |
| 10Y | +1,585.2% | +182.3% | +1,402.9% | +772.8% |
| All | +137,736.4% | +9,591.0% | +128,145.4% | +9,584.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling