+100,756.0%
AMAT vs ITW
+10,044.9%
+90,711.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +5.3% |
| 7D | -14.7% | +0.9% | -15.6% | -15.3% |
| 30D | -36.1% | +7.6% | -43.7% | -39.3% |
| 3M | -36.9% | -4.0% | -32.8% | -35.5% |
| 6M | -22.2% | +9.2% | -31.4% | -27.4% |
| YTD | +29.9% | +16.2% | +13.7% | +15.8% |
| 1Y | +43.3% | +17.9% | +25.3% | +26.2% |
| 3Y | +142.7% | +30.6% | +112.1% | +99.2% |
| 5Y | +126.2% | +35.2% | +91.1% | +83.9% |
| 10Y | +1,211.7% | +212.2% | +999.5% | +534.3% |
| All | +100,756.0% | +10,044.9% | +90,711.2% | +6,738.6% |
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