+8,471.9%
AMD vs ITW
+188.0%
+8,283.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.3% |
| 7D | +10.0% | -0.4% | +10.5% | +10.3% |
| 30D | +4.6% | -9.4% | +14.1% | +12.0% |
| 3M | +3.1% | +7.1% | -4.0% | -2.9% |
| 6M | +162.8% | -1.9% | +164.7% | +162.9% |
| YTD | +136.2% | +10.4% | +125.7% | +114.8% |
| 1Y | +234.0% | +3.3% | +230.7% | +215.4% |
| 3Y | +376.7% | +21.0% | +355.7% | +295.7% |
| 5Y | +376.3% | +36.3% | +340.0% | +264.0% |
| All | +8,471.9% | +188.0% | +8,283.8% | +3,924.0% |
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