+295.7%
AMD vs ITW
+31.5%
+264.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +11.7% |
| 7D | -11.0% | +0.9% | -11.9% | -11.3% |
| 30D | -30.5% | +7.6% | -38.1% | -32.6% |
| 3M | -8.2% | -4.0% | -4.2% | -6.4% |
| 6M | +6.6% | +9.2% | -2.6% | +0.7% |
| YTD | +109.7% | +16.2% | +93.4% | +88.2% |
| 1Y | +88.9% | +17.9% | +71.0% | +67.1% |
| All | +295.7% | +31.5% | +264.1% | +222.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling