+95.5%
AMD vs ITW
+24.0%
+71.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.2% |
| 7D | -15.5% | +6.3% | -21.8% | -15.0% |
| 30D | -22.6% | +11.1% | -33.7% | -22.1% |
| 3M | -5.7% | +0.1% | -5.8% | -4.8% |
| 6M | +43.1% | +18.1% | +25.0% | +40.4% |
| YTD | +128.2% | +21.4% | +106.8% | +128.3% |
| 1Y | +95.5% | +22.9% | +72.6% | +98.8% |
| All | +95.5% | +24.0% | +71.4% | +98.8% |
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