+8,077.9%
AMD vs ITW
+200.2%
+7,877.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.5% | +12.2% | +13.0% |
| 7D | +6.5% | +0.5% | +6.0% | +6.5% |
| 30D | -15.3% | +9.1% | -24.3% | -20.3% |
| 3M | +9.7% | -1.6% | +11.3% | +10.5% |
| 6M | +13.2% | +14.5% | -1.3% | +1.4% |
| YTD | +140.6% | +19.2% | +121.4% | +106.5% |
| 1Y | +111.2% | +20.9% | +90.2% | +78.3% |
| 3Y | +334.4% | +33.1% | +301.3% | +235.0% |
| 5Y | +268.3% | +38.2% | +230.2% | +176.3% |
| 10Y | +8,077.9% | +196.2% | +7,881.8% | +3,490.2% |
| All | +8,077.9% | +200.2% | +7,877.7% | +3,490.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling